+638.0%
XYZ vs CLF
+92.7%
+545.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +1.7% |
| 7D | +14.9% | -14.1% | +29.0% | +19.0% |
| 30D | +14.7% | -5.5% | +20.2% | +14.7% |
| 3M | +12.1% | 0.0% | +12.1% | +9.7% |
| 6M | +18.3% | +11.3% | +7.1% | +10.1% |
| YTD | +36.1% | -7.7% | +43.7% | +30.9% |
| 1Y | +35.3% | +17.5% | +17.8% | +20.7% |
| 3Y | +73.5% | -25.4% | +98.9% | +61.5% |
| 5Y | -61.6% | -46.0% | -15.7% | -61.7% |
| 10Y | +638.0% | +80.1% | +557.9% | +334.0% |
| All | +638.0% | +92.7% | +545.3% | +334.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling