+65.5%
T vs CLF
+127.2%
-61.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.1% |
| 7D | -1.3% | +7.6% | -8.8% | -1.8% |
| 30D | +11.4% | -1.2% | +12.5% | +11.4% |
| 3M | +14.3% | -13.4% | +27.7% | +15.1% |
| 6M | -9.3% | +15.4% | -24.7% | -11.0% |
| YTD | +7.1% | -5.9% | +13.0% | +6.3% |
| 1Y | -9.1% | +18.8% | -27.9% | -12.3% |
| 3Y | +105.3% | -19.4% | +124.7% | +99.4% |
| 5Y | +66.8% | -47.7% | +114.5% | +64.6% |
| All | +65.5% | +127.2% | -61.7% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling