+795.4%
CDE vs CLF
-14.9%
+810.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.2% |
| 7D | +2.3% | +6.5% | -4.2% | +0.5% |
| 30D | +18.8% | +0.2% | +18.6% | +18.4% |
| 3M | +23.5% | -3.1% | +26.6% | +23.7% |
| 6M | -8.6% | +25.0% | -33.7% | -15.1% |
| YTD | +16.0% | -7.5% | +23.5% | +15.3% |
| 1Y | +42.1% | +11.5% | +30.5% | +36.2% |
| All | +795.4% | -14.9% | +810.3% | +782.3% |
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