+80.1%
CLF vs CI
+158.0%
-78.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.7% |
| 7D | -14.1% | +0.1% | -14.2% | -14.2% |
| 30D | -5.5% | +4.7% | -10.2% | -8.2% |
| 3M | 0.0% | +5.2% | -5.2% | -3.5% |
| 6M | +11.3% | +3.8% | +7.5% | +7.3% |
| YTD | -7.7% | +9.2% | -16.9% | -13.2% |
| 1Y | +17.5% | +14.3% | +3.3% | +8.1% |
| 3Y | -25.4% | +8.4% | -33.9% | -34.2% |
| 5Y | -46.0% | +50.0% | -96.0% | -61.5% |
| 10Y | +80.1% | +142.2% | -62.1% | +5.1% |
| All | +80.1% | +158.0% | -78.0% | +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