+107.8%
CB vs CLF
-42.8%
+150.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +2.9% | +10.4% | -7.4% | +2.5% |
| 30D | +7.3% | +0.6% | +6.8% | +7.0% |
| 3M | +9.4% | +4.1% | +5.3% | +8.8% |
| 6M | +19.6% | +15.1% | +4.5% | +17.8% |
| YTD | +21.5% | -4.7% | +26.2% | +20.4% |
| 1Y | +28.0% | +20.4% | +7.6% | +24.9% |
| 3Y | +74.9% | -23.4% | +98.2% | +73.2% |
| All | +107.8% | -42.8% | +150.6% | +105.2% |
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