-47.8%
CLF vs CI
+42.7%
-90.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +7.6% | +1.3% | +6.3% | +7.1% |
| 30D | -1.2% | +4.4% | -5.6% | -2.6% |
| 3M | -13.4% | +0.7% | -14.0% | -13.8% |
| 6M | +15.4% | +0.3% | +15.1% | +14.7% |
| YTD | -5.9% | +3.8% | -9.7% | -7.4% |
| 1Y | +18.8% | -5.5% | +24.3% | +20.2% |
| 3Y | -19.4% | +8.1% | -27.5% | -25.9% |
| All | -47.8% | +42.7% | -90.5% | -61.9% |
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