+533.2%
XYZ vs CLF
+438.8%
+94.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -1.0% | +7.6% | -8.5% | -2.7% |
| 30D | -1.7% | -1.2% | -0.5% | -1.6% |
| 3M | +16.7% | -13.4% | +30.1% | +19.3% |
| 6M | +26.9% | +15.4% | +11.4% | +20.1% |
| YTD | +27.1% | -5.9% | +33.0% | +24.8% |
| 1Y | +9.3% | +18.8% | -9.6% | -1.0% |
| 3Y | +42.3% | -19.4% | +61.7% | +34.0% |
| 5Y | -69.3% | -47.7% | -21.6% | -68.7% |
| 10Y | +586.8% | +130.4% | +456.4% | +373.8% |
| All | +533.2% | +438.8% | +94.4% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling