+99.1%
V vs CLF
-51.2%
+150.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +2.2% | -19.6% | +21.8% | +4.2% |
| 30D | +13.6% | -5.0% | +18.6% | +13.7% |
| 3M | +14.3% | -6.3% | +20.6% | +14.3% |
| 6M | +33.1% | +2.8% | +30.3% | +30.7% |
| YTD | +21.2% | -13.7% | +34.9% | +20.3% |
| 1Y | +26.4% | +13.6% | +12.9% | +21.4% |
| 3Y | +77.6% | -34.0% | +111.6% | +74.9% |
| All | +99.1% | -51.2% | +150.3% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling