+3,310.4%
V vs CLF
-76.5%
+3,386.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +2.2% | -19.6% | +21.8% | +4.9% |
| 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% | +30.2% |
| YTD | +21.2% | -13.7% | +34.9% | +20.2% |
| 1Y | +26.4% | +13.6% | +12.9% | +20.7% |
| 3Y | +77.6% | -34.0% | +111.6% | +73.0% |
| 5Y | +102.6% | -48.7% | +151.3% | +98.0% |
| 10Y | +464.4% | +113.4% | +351.0% | +304.9% |
| All | +3,310.4% | -76.5% | +3,386.9% | +1,998.3% |
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 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