-51.4%
CLF vs CF
+120.6%
-172.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -19.6% | -3.2% | -16.4% | -19.0% |
| 30D | -5.0% | +4.3% | -9.3% | -6.5% |
| 3M | -6.3% | +2.8% | -9.1% | -7.8% |
| 6M | +2.8% | +0.6% | +2.2% | +0.6% |
| YTD | -13.7% | +56.6% | -70.3% | -31.9% |
| 1Y | +13.6% | +49.6% | -36.0% | -8.9% |
| 3Y | -34.0% | +61.5% | -95.5% | -50.2% |
| All | -51.4% | +120.6% | -172.0% | -66.0% |
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