+515.4%
CL vs CF
+4,965.4%
-4,450.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +3.6% |
| 7D | +7.7% | -6.9% | +14.6% | +8.3% |
| 30D | +15.2% | -3.7% | +19.0% | +15.6% |
| 3M | +7.3% | -5.0% | +12.3% | +7.6% |
| 6M | +17.0% | -10.5% | +27.5% | +17.7% |
| YTD | +28.0% | +46.5% | -18.5% | +22.4% |
| 1Y | +32.1% | +34.8% | -2.7% | +27.2% |
| 3Y | +41.5% | +46.7% | -5.2% | +34.0% |
| 5Y | +43.9% | +112.0% | -68.1% | +28.8% |
| 10Y | +79.8% | +529.7% | -449.9% | +38.1% |
| All | +515.4% | +4,965.4% | -4,450.0% | +251.8% |
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