+1,042.1%
CCL vs CLF
+646.3%
+395.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +2.6% | -19.6% | +22.2% | +7.3% |
| 30D | +13.1% | -5.0% | +18.1% | +13.4% |
| 3M | +3.3% | -6.3% | +9.6% | +3.3% |
| 6M | +8.7% | +2.8% | +5.9% | +5.3% |
| YTD | -1.6% | -13.7% | +12.1% | -2.1% |
| 1Y | +14.0% | +13.6% | +0.4% | +6.4% |
| 3Y | +145.1% | -34.0% | +179.1% | +141.0% |
| 5Y | +21.2% | -48.7% | +70.0% | +23.5% |
| 10Y | -29.8% | +113.4% | -143.2% | -50.6% |
| All | +1,042.1% | +646.3% | +395.8% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling