-19.7%
CLF vs CF
+5,948.3%
-5,968.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +3.9% |
| 7D | +7.6% | +6.0% | +1.6% | +3.3% |
| 30D | -1.2% | +14.8% | -16.0% | -10.5% |
| 3M | -13.4% | +14.1% | -27.4% | -22.1% |
| 6M | +15.4% | +28.5% | -13.1% | -11.6% |
| YTD | -5.9% | +74.9% | -80.8% | -41.9% |
| 1Y | +18.8% | +61.7% | -42.9% | -23.2% |
| 3Y | -19.4% | +80.3% | -99.7% | -54.7% |
| 5Y | -47.7% | +226.0% | -273.7% | -83.0% |
| 10Y | +130.4% | +569.9% | -439.5% | -58.5% |
| All | -19.7% | +5,948.3% | -5,968.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling