+99.7%
CLF vs CL
+74.1%
+25.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.1% |
| 7D | -19.6% | +1.3% | -20.9% | -19.8% |
| 30D | -5.0% | +11.4% | -16.3% | -7.4% |
| 3M | -6.3% | +4.4% | -10.7% | -7.4% |
| 6M | +2.8% | +10.8% | -8.0% | +0.1% |
| YTD | -13.7% | +25.1% | -38.8% | -18.3% |
| 1Y | +13.6% | +28.0% | -14.4% | +6.9% |
| 3Y | -34.0% | +37.6% | -71.6% | -42.5% |
| 5Y | -48.7% | +39.7% | -88.5% | -56.0% |
| All | +99.7% | +74.1% | +25.6% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling