+80.4%
CLF vs CI
+145.6%
-65.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +16.0% | -1.7% | +17.7% | +16.8% |
| 30D | +1.6% | +4.9% | -3.2% | -1.2% |
| 3M | +6.7% | +7.4% | -0.7% | +2.1% |
| 6M | +21.1% | +0.4% | +20.7% | +18.8% |
| YTD | -1.6% | +9.5% | -11.1% | -7.6% |
| 1Y | +18.5% | +12.0% | +6.5% | +10.1% |
| 3Y | -21.0% | +7.1% | -28.1% | -29.8% |
| 5Y | -41.4% | +49.3% | -90.7% | -58.1% |
| All | +80.4% | +145.6% | -65.2% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling