+995.4%
TER vs CLF
+74.2%
+921.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.6% |
| 7D | +14.4% | +10.4% | +4.0% | +11.7% |
| 30D | -30.6% | +0.6% | -31.1% | -30.5% |
| 3M | -39.2% | +4.1% | -43.3% | -39.8% |
| 6M | -31.3% | +15.1% | -46.4% | -34.3% |
| YTD | +29.1% | -4.7% | +33.8% | +27.5% |
| 1Y | +47.4% | +20.4% | +27.1% | +37.6% |
| 3Y | +191.2% | -23.4% | +214.6% | +179.9% |
| 5Y | +74.0% | -43.3% | +117.3% | +72.3% |
| All | +995.4% | +74.2% | +921.3% | +612.5% |
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