+89.2%
TER vs CLF
-41.3%
+130.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.6% |
| 7D | +5.9% | +2.3% | +3.6% | +5.6% |
| 30D | -30.8% | +1.9% | -32.7% | -31.0% |
| 3M | -29.9% | +5.9% | -35.8% | -31.2% |
| 6M | -27.5% | +16.9% | -44.4% | -31.5% |
| YTD | +37.5% | -1.1% | +38.5% | +33.7% |
| 1Y | +50.3% | +28.8% | +21.4% | +35.7% |
| 3Y | +204.9% | -20.6% | +225.5% | +186.4% |
| 5Y | +89.2% | -41.5% | +130.7% | +83.3% |
| All | +89.2% | -41.3% | +130.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling