+807.8%
CCL vs CLF
+714.0%
+93.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -5.0% | +7.6% | -12.6% | -6.6% |
| 30D | -20.3% | -1.2% | -19.2% | -20.2% |
| 3M | -15.1% | -13.4% | -1.8% | -13.3% |
| 6M | -15.1% | +15.4% | -30.5% | -19.0% |
| YTD | -21.8% | -5.9% | -15.9% | -22.7% |
| 1Y | -24.8% | +18.8% | -43.6% | -31.0% |
| 3Y | +51.9% | -19.4% | +71.3% | +44.4% |
| 5Y | +4.0% | -47.7% | +51.8% | +6.2% |
| 10Y | -42.2% | +130.4% | -172.6% | -59.8% |
| All | +807.8% | +714.0% | +93.7% | +188.9% |
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