+20.4%
CLF vs CI
+12.2%
+8.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.2% |
| 7D | +10.4% | +1.2% | +9.2% | +10.4% |
| 30D | +0.6% | +2.6% | -2.0% | -0.3% |
| 3M | +4.1% | +7.4% | -3.3% | +2.0% |
| 6M | +15.1% | -0.1% | +15.2% | +15.9% |
| YTD | -4.7% | +9.7% | -14.5% | -6.4% |
| 1Y | +20.4% | +12.1% | +8.2% | +17.1% |
| All | +20.4% | +12.2% | +8.2% | +17.1% |
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 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