-26.3%
U vs CLF
+91.9%
-118.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -3.4% |
| 7D | +24.4% | -9.1% | +33.4% | +26.3% |
| 30D | +7.4% | -0.9% | +8.3% | +5.9% |
| 3M | +16.8% | +3.0% | +13.8% | +13.1% |
| 6M | +78.8% | +16.7% | +62.1% | +63.3% |
| YTD | +14.0% | -3.2% | +17.1% | +7.5% |
| 1Y | +16.7% | +24.6% | -7.9% | +1.4% |
| 3Y | +86.4% | -22.3% | +108.7% | +72.4% |
| 5Y | -71.5% | -41.2% | -30.3% | -72.1% |
| All | -26.3% | +91.9% | -118.3% | -38.8% |
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