+20.2%
CLF vs CI
+21.2%
-1.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.4% | -12.6% | -9.2% |
| 7D | -7.9% | +3.5% | -11.4% | -7.9% |
| 30D | +5.2% | +12.6% | -7.3% | +2.7% |
| 3M | +4.3% | +12.1% | -7.8% | +1.2% |
| 6M | +25.3% | +10.6% | +14.7% | +21.3% |
| YTD | -3.3% | +12.8% | -16.2% | -6.1% |
| 1Y | +20.2% | +18.0% | +2.2% | +13.9% |
| All | +20.2% | +21.2% | -1.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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