-70.5%
CBRS vs CLF
+16.7%
-87.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.2% | +3.1% | -4.5% |
| 7D | -18.4% | -7.9% | -10.5% | -17.2% |
| 30D | -49.4% | +5.2% | -54.7% | -49.5% |
| 3M | -59.6% | +4.3% | -63.9% | -59.8% |
| All | -70.5% | +16.7% | -87.2% | -71.2% |
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 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 · Available span rolling