+618.5%
CLF vs CI
+8,153.0%
-7,534.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.3% | -10.9% | -11.7% |
| 7D | -21.0% | +1.0% | -22.0% | -21.4% |
| 30D | -8.0% | +9.9% | -17.9% | -12.1% |
| 3M | -10.9% | +12.1% | -23.0% | -16.1% |
| 6M | +5.8% | +10.6% | -4.8% | -0.2% |
| YTD | -15.1% | +11.4% | -26.5% | -20.4% |
| 1Y | +7.2% | +18.8% | -11.5% | -2.2% |
| 3Y | -34.2% | +2.9% | -37.0% | -39.3% |
| 5Y | -49.6% | +54.5% | -104.1% | -61.5% |
| 10Y | +109.9% | +175.7% | -65.8% | +23.1% |
| All | +618.5% | +8,153.0% | -7,534.5% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling