+59.1%
T vs CLF
+79.9%
-20.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.3% |
| 7D | +2.6% | -9.1% | +11.6% | +3.1% |
| 30D | -1.1% | -0.9% | -0.2% | -1.4% |
| 3M | -7.7% | +3.0% | -10.7% | -8.5% |
| 6M | -10.6% | +16.7% | -27.3% | -12.7% |
| YTD | -7.5% | -3.2% | -4.3% | -8.9% |
| 1Y | -7.4% | +24.6% | -32.0% | -10.9% |
| 3Y | +63.1% | -22.3% | +85.4% | +58.4% |
| 5Y | +55.2% | -41.2% | +96.4% | +51.1% |
| All | +59.1% | +79.9% | -20.8% | +22.8% |
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