-63.9%
XYZ vs CLF
-51.2%
-12.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +12.1% | -19.6% | +31.7% | +19.0% |
| 30D | +12.4% | -5.0% | +17.3% | +12.0% |
| 3M | +8.2% | -6.3% | +14.5% | +7.5% |
| 6M | +20.7% | +2.8% | +17.9% | +13.7% |
| YTD | +31.3% | -13.7% | +45.0% | +27.9% |
| 1Y | +20.5% | +13.6% | +6.9% | +5.3% |
| 3Y | +72.6% | -34.0% | +106.6% | +68.7% |
| All | -63.9% | -51.2% | -12.7% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling