+1,579.9%
T vs CLF
+646.3%
+933.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +1.0% | -19.6% | +20.6% | +2.9% |
| 30D | -10.6% | -5.0% | -5.6% | -10.7% |
| 3M | -7.7% | -6.3% | -1.4% | -8.0% |
| 6M | -13.3% | +2.8% | -16.1% | -14.8% |
| YTD | -8.8% | -13.7% | +4.9% | -9.6% |
| 1Y | -8.4% | +13.6% | -22.0% | -11.8% |
| 3Y | +59.6% | -34.0% | +93.6% | +55.8% |
| 5Y | +52.1% | -48.7% | +100.8% | +48.5% |
| 10Y | +56.9% | +113.4% | -56.6% | +20.0% |
| All | +1,579.9% | +646.3% | +933.6% | +685.6% |
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 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