-47.8%
CLF vs CCI
-51.4%
+3.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +2.2% |
| 7D | +7.6% | -0.4% | +8.0% | +7.6% |
| 30D | -1.2% | +2.7% | -3.9% | -2.0% |
| 3M | -13.4% | -18.2% | +4.8% | -8.7% |
| 6M | +15.4% | -14.8% | +30.2% | +19.6% |
| YTD | -5.9% | -12.6% | +6.7% | -3.7% |
| 1Y | +18.8% | -16.7% | +35.6% | +23.6% |
| 3Y | -19.4% | -10.5% | -8.9% | -23.1% |
| All | -47.8% | -51.4% | +3.6% | -41.7% |
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