+599.5%
XYZ vs CLF
+104.8%
+494.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +12.1% | -19.6% | +31.7% | +18.3% |
| 30D | +12.4% | -5.0% | +17.3% | +12.2% |
| 3M | +8.2% | -6.3% | +14.5% | +7.8% |
| 6M | +20.7% | +2.8% | +17.9% | +14.9% |
| YTD | +31.3% | -13.7% | +45.0% | +28.8% |
| 1Y | +20.5% | +13.6% | +6.9% | +8.5% |
| 3Y | +72.6% | -34.0% | +106.6% | +66.6% |
| 5Y | -64.0% | -48.7% | -15.2% | -63.5% |
| All | +599.5% | +104.8% | +494.7% | +337.4% |
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