-35.1%
CLF vs CF
+56.6%
-91.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.2% | -18.4% | -13.0% |
| 7D | -21.0% | +0.4% | -21.4% | -21.0% |
| 30D | -8.0% | +2.2% | -10.2% | -8.4% |
| 3M | -10.9% | +2.1% | -13.0% | -11.4% |
| 6M | +5.8% | -6.5% | +12.4% | +6.2% |
| YTD | -15.1% | +55.6% | -70.7% | -31.3% |
| 1Y | +7.2% | +42.3% | -35.1% | -10.4% |
| All | -35.1% | +56.6% | -91.7% | -49.5% |
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