+450.0%
CL vs CF
+5,948.3%
-5,498.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.2% |
| 7D | -2.2% | +6.0% | -8.2% | -2.7% |
| 30D | -4.8% | +14.8% | -19.7% | -6.0% |
| 3M | +4.9% | +14.1% | -9.1% | +3.6% |
| 6M | -5.7% | +28.5% | -34.2% | -8.5% |
| YTD | +14.4% | +74.9% | -60.6% | +7.9% |
| 1Y | +8.7% | +61.7% | -52.9% | +3.2% |
| 3Y | +30.0% | +80.3% | -50.3% | +21.0% |
| 5Y | +28.4% | +226.0% | -197.6% | +10.3% |
| 10Y | +50.1% | +569.9% | -519.8% | +14.9% |
| All | +450.0% | +5,948.3% | -5,498.3% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling