+30.1%
CB vs CLF
+9.8%
+20.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.7% |
| 7D | +0.2% | -19.6% | +19.8% | -0.2% |
| 30D | +9.1% | -5.0% | +14.0% | +8.9% |
| 3M | +3.4% | -6.3% | +9.7% | +3.2% |
| 6M | +14.1% | +2.8% | +11.3% | +13.4% |
| YTD | +18.0% | -13.7% | +31.7% | +18.0% |
| 1Y | +30.1% | +13.6% | +16.6% | +30.1% |
| All | +30.1% | +9.8% | +20.4% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling