+26.4%
V vs CLF
+9.8%
+16.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.2% | -19.6% | +21.8% | +2.8% |
| 30D | +13.6% | -5.0% | +18.6% | +13.5% |
| 3M | +14.3% | -6.3% | +20.6% | +14.1% |
| 6M | +33.1% | +2.8% | +30.3% | +31.5% |
| YTD | +21.2% | -13.7% | +34.9% | +20.0% |
| 1Y | +26.4% | +13.6% | +12.9% | +23.3% |
| All | +26.4% | +9.8% | +16.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling