-42.8%
CLF vs CF
+114.0%
-156.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.2% |
| 7D | -9.1% | +4.8% | -13.8% | -10.3% |
| 30D | -0.9% | +9.7% | -10.6% | -3.9% |
| 3M | +3.0% | +1.2% | +1.7% | +1.9% |
| 6M | +16.7% | +7.4% | +9.3% | +12.1% |
| YTD | -3.2% | +60.5% | -63.7% | -24.1% |
| 1Y | +24.6% | +50.7% | -26.1% | 0.0% |
| 3Y | -22.3% | +64.8% | -87.1% | -41.6% |
| All | -42.8% | +114.0% | -156.8% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling