+444.2%
V vs CLF
+92.7%
+351.6%
-36.4%
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% | -1.0% |
| 7D | -0.8% | -14.1% | +13.3% | +0.9% |
| 30D | +9.5% | -5.5% | +15.1% | +9.7% |
| 3M | +16.7% | 0.0% | +16.7% | +15.7% |
| 6M | +32.9% | +11.3% | +21.7% | +28.7% |
| YTD | +21.1% | -7.7% | +28.8% | +18.9% |
| 1Y | +26.6% | +17.5% | +9.1% | +20.0% |
| 3Y | +78.4% | -25.4% | +103.8% | +70.8% |
| 5Y | +105.5% | -46.0% | +151.4% | +99.4% |
| 10Y | +444.2% | +80.1% | +364.2% | +283.7% |
| All | +444.2% | +92.7% | +351.6% | +283.7% |
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 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