-51.4%
CLF vs CI
+49.9%
-101.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | -19.6% | -1.6% | -18.0% | -19.3% |
| 30D | -5.0% | +5.4% | -10.4% | -6.8% |
| 3M | -6.3% | +7.3% | -13.6% | -8.8% |
| 6M | +2.8% | +5.3% | -2.5% | +0.2% |
| YTD | -13.7% | +8.5% | -22.2% | -16.7% |
| 1Y | +13.6% | +17.1% | -3.5% | +7.2% |
| 3Y | -34.0% | +1.4% | -35.4% | -36.8% |
| All | -51.4% | +49.9% | -101.3% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling