-17.5%
CLF vs CL
+30.5%
-48.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.4% |
| 7D | +7.6% | -2.2% | +9.8% | +6.9% |
| 30D | -1.2% | -4.8% | +3.6% | -2.5% |
| 3M | -13.4% | +4.9% | -18.3% | -11.9% |
| 6M | +15.4% | -5.7% | +21.1% | +12.4% |
| YTD | -5.9% | +14.4% | -20.3% | -0.2% |
| 1Y | +18.8% | +8.7% | +10.1% | +23.9% |
| All | -17.5% | +30.5% | -48.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling