+80.1%
CLF vs CF
+546.3%
-466.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | -14.1% | -0.9% | -13.2% | -14.1% |
| 30D | -5.5% | +6.9% | -12.5% | -9.7% |
| 3M | 0.0% | +4.8% | -4.8% | -4.3% |
| 6M | +11.3% | +4.7% | +6.6% | +4.3% |
| YTD | -7.7% | +56.5% | -64.2% | -36.0% |
| 1Y | +17.5% | +48.4% | -30.9% | -16.2% |
| 3Y | -25.4% | +59.1% | -84.6% | -51.6% |
| 5Y | -46.0% | +109.5% | -155.5% | -74.1% |
| 10Y | +80.1% | +487.0% | -406.9% | -50.6% |
| All | +80.1% | +546.3% | -466.2% | -50.6% |
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