+26.1%
CLF vs CG
-18.8%
+44.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.5% |
| 7D | -9.1% | +2.0% | -11.0% | -9.6% |
| 30D | -0.9% | +8.5% | -9.5% | -4.2% |
| 3M | +3.0% | -12.1% | +15.1% | +9.4% |
| 6M | +16.7% | -16.4% | +33.1% | +26.0% |
| YTD | -3.2% | -28.0% | +24.8% | +9.1% |
| All | +26.1% | -18.8% | +44.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling