+101.0%
CB vs CLF
-47.7%
+148.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | +0.5% | +7.6% | -7.1% | +0.1% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +9.0% | -13.4% | +22.3% | +9.4% |
| 6M | +2.9% | +15.4% | -12.6% | +1.4% |
| YTD | +10.1% | -5.9% | +16.0% | +9.6% |
| 1Y | +22.8% | +18.8% | +4.0% | +19.3% |
| 3Y | +73.8% | -19.4% | +93.2% | +70.8% |
| All | +101.0% | -47.7% | +148.7% | +100.0% |
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