+103.2%
CB vs CLF
-51.2%
+154.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.2% | -19.6% | +19.8% | +1.1% |
| 30D | +9.1% | -5.0% | +14.0% | +9.0% |
| 3M | +3.4% | -6.3% | +9.7% | +3.3% |
| 6M | +14.1% | +2.8% | +11.3% | +12.9% |
| YTD | +18.0% | -13.7% | +31.7% | +17.5% |
| 1Y | +30.1% | +13.6% | +16.6% | +27.2% |
| 3Y | +71.8% | -34.0% | +105.8% | +72.0% |
| All | +103.2% | -51.2% | +154.4% | +106.1% |
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