+1,872.1%
T vs CLF
+714.0%
+1,158.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.1% |
| 7D | -1.3% | +7.6% | -8.8% | -2.0% |
| 30D | +11.4% | -1.2% | +12.5% | +11.3% |
| 3M | +14.3% | -13.4% | +27.7% | +15.2% |
| 6M | -9.3% | +15.4% | -24.7% | -11.4% |
| YTD | +7.1% | -5.9% | +13.0% | +6.0% |
| 1Y | -9.1% | +18.8% | -27.9% | -12.9% |
| 3Y | +105.3% | -19.4% | +124.7% | +97.7% |
| 5Y | +66.8% | -47.7% | +114.5% | +63.4% |
| 10Y | +66.8% | +130.4% | -63.6% | +27.1% |
| All | +1,872.1% | +714.0% | +1,158.1% | +821.4% |
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