+543.0%
XYZ vs CLF
+385.8%
+157.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.2% | +8.1% | -1.3% |
| 7D | +9.2% | -21.0% | +30.2% | +14.7% |
| 30D | +9.8% | -8.0% | +17.8% | +10.5% |
| 3M | -0.2% | -10.9% | +10.7% | +0.8% |
| 6M | +18.0% | +5.8% | +12.1% | +12.5% |
| YTD | +29.1% | -15.1% | +44.2% | +27.7% |
| 1Y | +14.1% | +7.2% | +6.9% | +6.2% |
| 3Y | +72.6% | -34.2% | +106.8% | +68.2% |
| 5Y | -64.6% | -49.6% | -15.0% | -63.9% |
| 10Y | +590.0% | +109.9% | +480.1% | +381.1% |
| All | +543.0% | +385.8% | +157.2% | +298.4% |
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 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