+80.1%
CLF vs CG
+320.1%
-240.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.6% | +0.4% | +2.8% |
| 7D | -14.1% | +3.0% | -17.1% | -15.7% |
| 30D | -5.5% | +10.1% | -15.7% | -11.8% |
| 3M | 0.0% | -10.8% | +10.8% | +6.1% |
| 6M | +11.3% | -15.2% | +26.5% | +21.6% |
| YTD | -7.7% | -26.9% | +19.2% | +9.0% |
| 1Y | +17.5% | -17.0% | +34.6% | +27.6% |
| 3Y | -25.4% | +54.6% | -80.1% | -48.0% |
| 5Y | -46.0% | -16.7% | -29.2% | -46.3% |
| 10Y | +80.1% | +320.1% | -240.1% | -17.8% |
| All | +80.1% | +320.1% | -240.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling