+1,683.2%
TER vs CLF
+128.0%
+1,555.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.0% |
| 7D | +0.6% | +7.6% | -7.0% | -1.2% |
| 30D | -8.3% | -1.2% | -7.1% | -8.1% |
| 3M | -12.2% | -13.4% | +1.2% | -9.8% |
| 6M | +17.1% | +15.4% | +1.7% | +11.8% |
| YTD | +84.7% | -5.9% | +90.5% | +83.1% |
| 1Y | +199.9% | +18.8% | +181.1% | +175.7% |
| 3Y | +232.8% | -19.4% | +252.2% | +215.8% |
| 5Y | +198.6% | -47.7% | +246.3% | +199.0% |
| All | +1,683.2% | +128.0% | +1,555.2% | +1,057.3% |
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