+69.7%
XYZ vs CLF
-34.5%
+104.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.2% | +8.1% | -1.8% |
| 7D | +9.2% | -21.0% | +30.2% | +13.6% |
| 30D | +9.8% | -8.0% | +17.8% | +10.2% |
| 3M | -0.2% | -10.9% | +10.7% | +0.5% |
| 6M | +18.0% | +5.8% | +12.1% | +13.0% |
| YTD | +29.1% | -15.1% | +44.2% | +27.6% |
| 1Y | +14.1% | +7.2% | +6.9% | +6.5% |
| All | +69.7% | -34.5% | +104.2% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling