-47.8%
CLF vs CL
+28.4%
-76.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +7.6% | -2.2% | +9.8% | +7.5% |
| 30D | -1.2% | -4.8% | +3.6% | -1.3% |
| 3M | -13.4% | +4.9% | -18.3% | -13.3% |
| 6M | +15.4% | -5.7% | +21.1% | +14.9% |
| YTD | -5.9% | +14.4% | -20.3% | -5.2% |
| 1Y | +18.8% | +8.7% | +10.1% | +19.7% |
| 3Y | -19.4% | +30.0% | -49.4% | -27.6% |
| All | -47.8% | +28.4% | -76.2% | -54.3% |
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