-28.5%
CCL vs CLF
+92.7%
-121.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +1.8% |
| 7D | +3.1% | -14.1% | +17.1% | +7.9% |
| 30D | +17.5% | -5.5% | +23.1% | +18.1% |
| 3M | +6.8% | 0.0% | +6.8% | +4.2% |
| 6M | +18.7% | +11.3% | +7.5% | +9.3% |
| YTD | +3.0% | -7.7% | +10.7% | -1.1% |
| 1Y | +17.7% | +17.5% | +0.2% | +3.2% |
| 3Y | +155.6% | -25.4% | +181.0% | +132.3% |
| 5Y | +30.2% | -46.0% | +76.1% | +27.3% |
| 10Y | -28.5% | +80.1% | -108.5% | -63.7% |
| All | -28.5% | +92.7% | -121.1% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling