-30.8%
CCL vs CLF
+104.8%
-135.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +3.1% | -19.6% | +22.7% | +10.4% |
| 30D | +13.7% | -5.0% | +18.7% | +13.9% |
| 3M | +3.8% | -6.3% | +10.1% | +3.6% |
| 6M | +9.3% | +2.8% | +6.5% | +3.3% |
| YTD | -1.1% | -13.7% | +12.6% | -2.8% |
| 1Y | +14.6% | +13.6% | +1.0% | +1.7% |
| 3Y | +146.4% | -34.0% | +180.4% | +134.4% |
| 5Y | +21.9% | -48.7% | +70.6% | +21.2% |
| All | -30.8% | +104.8% | -135.6% | -63.1% |
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