-17.5%
CLF vs CF
+73.9%
-91.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.3% |
| 7D | +7.6% | +6.0% | +1.6% | +6.5% |
| 30D | -1.2% | +14.8% | -16.0% | -3.5% |
| 3M | -13.4% | +14.1% | -27.4% | -15.6% |
| 6M | +15.4% | +28.5% | -13.1% | +3.8% |
| YTD | -5.9% | +74.9% | -80.8% | -25.2% |
| 1Y | +18.8% | +61.7% | -42.9% | -3.1% |
| All | -17.5% | +73.9% | -91.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling