+17.0%
CCL vs CLF
+27.9%
-11.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -1.5% | +2.3% | -3.9% | -2.1% |
| 30D | +16.5% | +1.9% | +14.5% | +14.8% |
| 3M | +11.2% | +5.9% | +5.3% | +8.1% |
| 6M | +22.6% | +16.9% | +5.7% | +15.8% |
| YTD | +2.6% | -1.1% | +3.6% | -2.3% |
| 1Y | +17.0% | +28.8% | -11.9% | +7.3% |
| All | +17.0% | +27.9% | -11.0% | +7.3% |
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 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