-34.3%
TLT vs CLF
-51.2%
+16.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +0.1% | -19.6% | +19.7% | +0.2% |
| 30D | +6.2% | -5.0% | +11.2% | +6.2% |
| 3M | +0.1% | -6.3% | +6.4% | 0.0% |
| 6M | -3.0% | +2.8% | -5.7% | -3.1% |
| YTD | -2.7% | -13.7% | +11.0% | -2.9% |
| 1Y | -4.8% | +13.6% | -18.4% | -5.1% |
| 3Y | +6.9% | -34.0% | +40.9% | +7.1% |
| All | -34.3% | -51.2% | +16.9% | -34.6% |
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 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