-39.0%
U vs CLF
+86.6%
-125.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -3.8% | +7.6% | -11.4% | -5.9% |
| 30D | +17.5% | -1.2% | +18.6% | +17.2% |
| 3M | +38.7% | -13.4% | +52.1% | +42.0% |
| 6M | +104.4% | +15.4% | +89.0% | +89.9% |
| YTD | -5.7% | -5.9% | +0.2% | -8.5% |
| 1Y | +3.7% | +18.8% | -15.1% | -9.5% |
| 3Y | +12.3% | -19.4% | +31.7% | +4.3% |
| 5Y | -68.8% | -47.7% | -21.1% | -68.4% |
| All | -39.0% | +86.6% | -125.6% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling