-41.8%
CLF vs CG
-23.0%
-18.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.8% |
| 7D | +10.4% | +0.2% | +10.2% | +10.1% |
| 30D | +0.6% | +11.2% | -10.6% | -6.2% |
| 3M | +4.1% | -22.1% | +26.2% | +19.3% |
| 6M | +15.1% | -17.9% | +33.0% | +27.4% |
| YTD | -4.7% | -31.3% | +26.6% | +15.3% |
| 1Y | +20.4% | -24.0% | +44.3% | +36.7% |
| 3Y | -23.4% | +45.0% | -68.3% | -41.8% |
| All | -41.8% | -23.0% | -18.7% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling