+99.5%
U vs CLF
-33.4%
+132.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.1% |
| 7D | +36.6% | -19.6% | +56.2% | +42.3% |
| 30D | +13.3% | -5.0% | +18.3% | +12.9% |
| 3M | +26.2% | -6.3% | +32.5% | +25.5% |
| 6M | +88.7% | +2.8% | +86.0% | +80.3% |
| YTD | +16.6% | -13.7% | +30.3% | +14.1% |
| 1Y | +29.0% | +13.6% | +15.4% | +16.1% |
| 3Y | +99.5% | -34.0% | +133.5% | +90.7% |
| All | +99.5% | -33.4% | +132.9% | +90.7% |
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