+55.4%
CCL vs CLF
-18.8%
+74.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -5.0% | +7.6% | -12.6% | -6.7% |
| 30D | -20.3% | -1.2% | -19.2% | -20.2% |
| 3M | -15.1% | -13.4% | -1.8% | -12.9% |
| 6M | -15.1% | +15.4% | -30.5% | -19.3% |
| YTD | -21.8% | -5.9% | -15.9% | -22.9% |
| 1Y | -24.8% | +18.8% | -43.6% | -32.2% |
| All | +55.4% | -18.8% | +74.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling