-34.0%
CCL vs CLF
+74.2%
-108.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.7% |
| 7D | -1.2% | +10.4% | -11.6% | -4.5% |
| 30D | +13.1% | +0.6% | +12.6% | +11.2% |
| 3M | +3.4% | +4.1% | -0.7% | -0.6% |
| 6M | +18.7% | +15.1% | +3.6% | +8.0% |
| YTD | -2.3% | -4.7% | +2.5% | -7.2% |
| 1Y | +14.2% | +20.4% | -6.2% | -0.6% |
| 3Y | +133.6% | -23.4% | +157.0% | +110.2% |
| 5Y | +33.5% | -43.3% | +76.8% | +28.2% |
| All | -34.0% | +74.2% | -108.2% | -66.9% |
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