+53.4%
T vs CLF
-51.2%
+104.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | +1.0% | -19.6% | +20.6% | +1.7% |
| 30D | -10.6% | -5.0% | -5.6% | -10.7% |
| 3M | -7.7% | -6.3% | -1.4% | -7.9% |
| 6M | -13.3% | +2.8% | -16.1% | -14.1% |
| YTD | -8.8% | -13.7% | +4.9% | -9.1% |
| 1Y | -8.4% | +13.6% | -22.0% | -10.3% |
| 3Y | +59.6% | -34.0% | +93.6% | +60.3% |
| All | +53.4% | -51.2% | +104.7% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling