+96.4%
CLF vs CF
+557.2%
-460.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.2% | -18.4% | -15.5% |
| 7D | -21.0% | +0.4% | -21.4% | -21.6% |
| 30D | -8.0% | +2.2% | -10.2% | -10.0% |
| 3M | -10.9% | +2.1% | -13.0% | -13.6% |
| 6M | +5.8% | -6.5% | +12.4% | +5.2% |
| YTD | -15.1% | +55.6% | -70.7% | -41.3% |
| 1Y | +7.2% | +42.3% | -35.1% | -21.9% |
| 3Y | -34.2% | +55.7% | -89.9% | -57.0% |
| 5Y | -49.6% | +122.4% | -172.0% | -77.2% |
| All | +96.4% | +557.2% | -460.8% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling