-41.8%
CLF vs CCI
-35.6%
-6.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +10.4% | +2.5% | +7.9% | +9.7% |
| 30D | +0.6% | +14.4% | -13.9% | -3.3% |
| 3M | +4.1% | +21.7% | -17.6% | -1.9% |
| 6M | +15.1% | +4.0% | +11.1% | +12.9% |
| YTD | -4.7% | +6.2% | -11.0% | -8.0% |
| 1Y | +20.4% | +5.4% | +15.0% | +16.5% |
| 3Y | -23.4% | +11.7% | -35.1% | -32.2% |
| All | -41.8% | -35.6% | -6.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling