+151.8%
TER vs CLF
-33.4%
+185.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | -20.5% | -19.6% | -0.9% | -15.2% |
| 30D | -47.0% | -5.0% | -42.0% | -46.1% |
| 3M | -43.3% | -6.3% | -37.0% | -42.3% |
| 6M | -42.9% | +2.8% | -45.7% | -43.7% |
| YTD | +12.9% | -13.7% | +26.6% | +14.2% |
| 1Y | +18.2% | +13.6% | +4.6% | +12.0% |
| 3Y | +151.8% | -34.0% | +185.8% | +140.1% |
| All | +151.8% | -33.4% | +185.2% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling