+49.3%
CL vs CF
+569.3%
-520.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.3% |
| 7D | -2.2% | +6.0% | -8.2% | -2.5% |
| 30D | -4.8% | +14.8% | -19.7% | -5.5% |
| 3M | +4.9% | +14.1% | -9.1% | +4.2% |
| 6M | -5.7% | +28.5% | -34.2% | -7.5% |
| YTD | +14.4% | +74.9% | -60.6% | +9.7% |
| 1Y | +8.7% | +61.7% | -52.9% | +4.8% |
| 3Y | +30.0% | +80.3% | -50.3% | +23.4% |
| 5Y | +28.4% | +226.0% | -197.6% | +13.0% |
| All | +49.3% | +569.3% | -520.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling