+87.5%
CLF vs CL
+84.6%
+2.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +1.9% | +9.5% | -7.6% | -0.3% |
| 3M | +5.9% | +6.8% | -0.9% | +4.1% |
| 6M | +16.9% | +14.3% | +2.6% | +12.9% |
| YTD | -1.1% | +27.0% | -28.0% | -6.8% |
| 1Y | +28.8% | +26.3% | +2.5% | +21.3% |
| 3Y | -20.6% | +39.3% | -59.9% | -31.5% |
| 5Y | -41.5% | +41.5% | -83.0% | -50.3% |
| 10Y | +87.5% | +84.1% | +3.4% | +54.9% |
| All | +87.5% | +84.6% | +2.9% | +54.9% |
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