-9.1%
T vs CLF
+20.0%
-29.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -1.9% |
| 7D | -1.3% | +7.6% | -8.8% | -1.2% |
| 30D | +11.4% | -1.2% | +12.5% | +11.4% |
| 3M | +14.3% | -13.4% | +27.7% | +13.9% |
| 6M | -9.3% | +15.4% | -24.7% | -8.8% |
| YTD | +7.1% | -5.9% | +13.0% | +7.6% |
| 1Y | -9.1% | +18.8% | -27.9% | -8.0% |
| All | -9.1% | +20.0% | -29.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling