-68.9%
XYZ vs CLF
-47.7%
-21.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -1.0% | +7.6% | -8.5% | -3.3% |
| 30D | -1.7% | -1.2% | -0.5% | -1.5% |
| 3M | +16.7% | -13.4% | +30.1% | +20.3% |
| 6M | +26.9% | +15.4% | +11.4% | +17.3% |
| YTD | +27.1% | -5.9% | +33.0% | +23.5% |
| 1Y | +9.3% | +18.8% | -9.6% | -6.4% |
| 3Y | +42.3% | -19.4% | +61.7% | +29.9% |
| All | -68.9% | -47.7% | -21.1% | -68.1% |
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