-76.0%
CLF vs CG
+351.2%
-427.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.7% |
| 7D | +7.6% | -4.3% | +11.9% | +10.3% |
| 30D | -1.2% | -5.1% | +3.9% | +1.5% |
| 3M | -13.4% | +8.7% | -22.0% | -17.8% |
| 6M | +15.4% | -9.2% | +24.7% | +21.2% |
| YTD | -5.9% | -18.9% | +13.0% | +4.1% |
| 1Y | +18.8% | -25.6% | +44.5% | +37.9% |
| 3Y | -19.4% | +57.3% | -76.7% | -41.1% |
| 5Y | -47.7% | +10.2% | -57.9% | -55.2% |
| 10Y | +130.4% | +364.2% | -233.8% | -1.0% |
| All | -76.0% | +351.2% | -427.1% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling