-34.0%
CLF vs CG
+47.3%
-81.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.1% |
| 7D | -19.6% | -1.2% | -18.4% | -19.0% |
| 30D | -5.0% | +5.0% | -10.0% | -8.2% |
| 3M | -6.3% | -18.2% | +11.9% | +4.5% |
| 6M | +2.8% | -20.7% | +23.5% | +16.6% |
| YTD | -13.7% | -31.4% | +17.7% | +5.2% |
| 1Y | +13.6% | -22.3% | +35.8% | +27.4% |
| 3Y | -34.0% | +50.2% | -84.2% | -45.3% |
| All | -34.0% | +47.3% | -81.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling