+42.8%
CL vs CF
+125.5%
-82.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.2% | 0.0% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +13.8% | +2.2% | +11.6% | +13.8% |
| 3M | +6.4% | +2.1% | +4.3% | +6.5% |
| 6M | +15.6% | -6.5% | +22.2% | +15.6% |
| YTD | +27.9% | +55.6% | -27.7% | +26.7% |
| 1Y | +31.4% | +42.3% | -10.9% | +30.4% |
| 3Y | +41.4% | +55.7% | -14.4% | +39.7% |
| 5Y | +42.8% | +122.4% | -79.6% | +41.0% |
| All | +42.8% | +125.5% | -82.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling