-41.8%
CLF vs CL
+43.4%
-85.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.1% |
| 7D | +10.4% | +3.2% | +7.2% | +10.6% |
| 30D | +0.6% | +8.0% | -7.5% | +0.9% |
| 3M | +4.1% | +7.9% | -3.7% | +4.4% |
| 6M | +15.1% | +14.7% | +0.4% | +15.6% |
| YTD | -4.7% | +29.2% | -33.9% | -3.8% |
| 1Y | +20.4% | +29.5% | -9.2% | +21.6% |
| 3Y | -23.4% | +40.7% | -64.0% | -30.1% |
| All | -41.8% | +43.4% | -85.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling