+43.9%
CL vs CF
+111.0%
-67.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +3.2% |
| 7D | +7.7% | -6.9% | +14.6% | +7.6% |
| 30D | +15.2% | -3.7% | +19.0% | +15.2% |
| 3M | +7.3% | -5.0% | +12.3% | +7.3% |
| 6M | +17.0% | -10.5% | +27.5% | +17.0% |
| YTD | +28.0% | +46.5% | -18.5% | +26.7% |
| 1Y | +32.1% | +34.8% | -2.7% | +31.0% |
| 3Y | +41.5% | +46.7% | -5.2% | +39.7% |
| 5Y | +43.9% | +112.0% | -68.1% | +41.9% |
| All | +43.9% | +111.0% | -67.1% | +41.9% |
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 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