+5.6%
CDE vs CLF
+12.5%
-6.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -9.2% | +17.9% | +11.5% |
| 7D | +1.1% | -7.9% | +9.0% | +3.2% |
| 30D | -14.5% | +5.2% | -19.7% | -17.0% |
| 3M | -10.1% | +4.3% | -14.4% | -12.7% |
| 6M | -16.9% | +25.3% | -42.1% | -24.7% |
| YTD | -18.1% | -3.3% | -14.8% | -23.2% |
| 1Y | +5.6% | +20.2% | -14.6% | -11.9% |
| All | +5.6% | +12.5% | -6.9% | -11.9% |
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 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