+14.6%
CCL vs CLF
+9.8%
+4.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +3.1% | -19.6% | +22.7% | +7.2% |
| 30D | +13.7% | -5.0% | +18.7% | +13.5% |
| 3M | +3.8% | -6.3% | +10.1% | +3.4% |
| 6M | +9.3% | +2.8% | +6.5% | +5.8% |
| YTD | -1.1% | -13.7% | +12.6% | -3.1% |
| 1Y | +14.6% | +13.6% | +1.0% | +8.4% |
| All | +14.6% | +9.8% | +4.8% | +8.4% |
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 · 6 months rolling