+5,976.4%
SO vs CLF
+714.0%
+5,262.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -0.2% | +7.6% | -7.7% | -0.5% |
| 30D | -4.6% | -1.2% | -3.4% | -4.6% |
| 3M | -3.0% | -13.4% | +10.3% | -2.6% |
| 6M | -8.3% | +15.4% | -23.7% | -9.4% |
| YTD | +3.5% | -5.9% | +9.4% | +3.0% |
| 1Y | -0.9% | +18.8% | -19.7% | -3.1% |
| 3Y | +45.4% | -19.4% | +64.8% | +42.5% |
| 5Y | +59.6% | -47.7% | +107.3% | +57.8% |
| 10Y | +156.6% | +130.4% | +26.2% | +119.4% |
| All | +5,976.4% | +714.0% | +5,262.3% | +3,852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling