+2,926.4%
V vs CLF
-74.4%
+3,000.8%
-51.9%
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% | -1.2% |
| 7D | -1.7% | +7.6% | -9.3% | -2.7% |
| 30D | +2.0% | -1.2% | +3.1% | +2.0% |
| 3M | +17.4% | -13.4% | +30.7% | +18.6% |
| 6M | +17.5% | +15.4% | +2.1% | +13.7% |
| YTD | +7.6% | -5.9% | +13.5% | +6.2% |
| 1Y | +7.7% | +18.8% | -11.1% | +1.7% |
| 3Y | +54.7% | -19.4% | +74.1% | +47.5% |
| 5Y | +73.0% | -47.7% | +120.8% | +69.4% |
| 10Y | +390.9% | +130.4% | +260.5% | +249.4% |
| All | +2,926.4% | -74.4% | +3,000.8% | +1,754.5% |
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