+566.1%
XYZ vs CLF
+80.0%
+486.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -2.1% | +16.0% | -18.1% | -6.1% |
| 30D | +7.0% | +1.6% | +5.4% | +4.9% |
| 3M | +5.1% | +6.7% | -1.6% | +0.9% |
| 6M | +14.1% | +21.1% | -7.1% | +3.6% |
| YTD | +26.4% | -1.6% | +28.0% | +19.4% |
| 1Y | +25.1% | +18.5% | +6.6% | +11.5% |
| 3Y | +59.7% | -21.0% | +80.8% | +46.3% |
| 5Y | -63.8% | -41.4% | -22.4% | -64.7% |
| All | +566.1% | +80.0% | +486.1% | +287.2% |
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