-35.1%
CLF vs CI
+2.7%
-37.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -12.1% |
| 7D | -21.0% | +1.0% | -22.0% | -21.1% |
| 30D | -8.0% | +9.9% | -17.9% | -9.5% |
| 3M | -10.9% | +12.1% | -23.0% | -12.9% |
| 6M | +5.8% | +10.6% | -4.8% | +3.6% |
| YTD | -15.1% | +11.4% | -26.5% | -17.0% |
| 1Y | +7.2% | +18.8% | -11.5% | +3.9% |
| All | -35.1% | +2.7% | -37.8% | -34.4% |
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