+34.0%
CDE vs CLF
+6.0%
+28.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +0.4% |
| 7D | -3.1% | -3.5% | +0.4% | -1.7% |
| 30D | +9.5% | -1.6% | +11.0% | +9.7% |
| 3M | +25.5% | -12.0% | +37.5% | +31.9% |
| 6M | -7.9% | +30.0% | -37.9% | -19.3% |
| YTD | +15.6% | -9.2% | +24.7% | +14.4% |
| 1Y | +34.0% | +2.3% | +31.8% | +23.6% |
| All | +34.0% | +6.0% | +28.1% | +23.6% |
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