+20.7%
XYZ vs CLF
+12.5%
+8.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.2% | +24.5% | +16.1% |
| 7D | +16.5% | -7.9% | +24.4% | +17.1% |
| 30D | +15.0% | +5.2% | +9.7% | +13.2% |
| 3M | +3.5% | +4.3% | -0.8% | +1.7% |
| 6M | +21.9% | +25.3% | -3.4% | +16.1% |
| YTD | +34.6% | -3.3% | +37.9% | +29.7% |
| 1Y | +20.7% | +20.2% | +0.5% | +10.5% |
| All | +20.7% | +12.5% | +8.2% | +10.5% |
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 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