-17.5%
CLF vs CI
+7.7%
-25.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +7.6% | +1.3% | +6.3% | +7.3% |
| 30D | -1.2% | +4.4% | -5.6% | -2.1% |
| 3M | -13.4% | +0.7% | -14.0% | -13.6% |
| 6M | +15.4% | +0.3% | +15.1% | +15.0% |
| YTD | -5.9% | +3.8% | -9.7% | -6.7% |
| 1Y | +18.8% | -5.5% | +24.3% | +19.6% |
| All | -17.5% | +7.7% | -25.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling