-41.0%
CCL vs CLF
+108.7%
-149.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | -0.1% | +6.5% | -6.6% | -2.3% |
| 30D | -20.0% | +0.2% | -20.2% | -20.2% |
| 3M | -13.7% | -3.1% | -10.6% | -14.2% |
| 6M | -9.0% | +25.0% | -34.0% | -18.0% |
| YTD | -22.8% | -7.5% | -15.4% | -24.2% |
| 1Y | -25.3% | +11.5% | -36.8% | -33.9% |
| 3Y | +54.1% | -13.7% | +67.8% | +35.2% |
| 5Y | +3.5% | -47.0% | +50.5% | +3.1% |
| 10Y | -41.0% | +116.3% | -157.4% | -69.3% |
| All | -41.0% | +108.7% | -149.7% | -69.3% |
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