+584.9%
XYZ vs CLF
+74.2%
+510.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.7% |
| 7D | -1.1% | +10.4% | -11.4% | -3.8% |
| 30D | +11.5% | +0.6% | +11.0% | +9.5% |
| 3M | +1.8% | +4.1% | -2.3% | -1.6% |
| 6M | +21.2% | +15.1% | +6.1% | +11.7% |
| YTD | +29.9% | -4.7% | +34.7% | +23.8% |
| 1Y | +35.8% | +20.4% | +15.4% | +20.2% |
| 3Y | +62.6% | -23.4% | +86.0% | +50.1% |
| 5Y | -62.8% | -43.3% | -19.5% | -63.4% |
| All | +584.9% | +74.2% | +510.7% | +301.6% |
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