-34.0%
CLF vs CCI
+6.3%
-40.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.8% |
| 7D | -19.6% | -0.1% | -19.5% | -19.5% |
| 30D | -5.0% | +28.4% | -33.4% | -6.4% |
| 3M | -6.3% | +20.0% | -26.3% | -7.7% |
| 6M | +2.8% | +0.8% | +2.0% | +2.3% |
| YTD | -13.7% | +3.6% | -17.3% | -14.3% |
| 1Y | +13.6% | +6.1% | +7.5% | +12.6% |
| 3Y | -34.0% | +7.2% | -41.2% | -39.9% |
| All | -34.0% | +6.3% | -40.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling