-24.8%
U vs CLF
+83.0%
-107.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -2.0% |
| 7D | +32.3% | -14.1% | +46.4% | +36.6% |
| 30D | +9.7% | -5.5% | +15.3% | +9.6% |
| 3M | +19.6% | 0.0% | +19.6% | +16.8% |
| 6M | +82.6% | +11.3% | +71.4% | +69.1% |
| YTD | +16.4% | -7.7% | +24.1% | +11.3% |
| 1Y | +28.5% | +17.5% | +10.9% | +13.5% |
| 3Y | +103.8% | -25.4% | +129.2% | +90.7% |
| 5Y | -70.0% | -46.0% | -24.1% | -70.2% |
| All | -24.8% | +83.0% | -107.7% | -36.6% |
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 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