+618.5%
CLF vs CL
+5,456.9%
-4,838.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.1% | -12.2% | -12.2% |
| 7D | -21.0% | +5.9% | -26.9% | -22.7% |
| 30D | -8.0% | +13.8% | -21.8% | -12.6% |
| 3M | -10.9% | +6.4% | -17.3% | -13.4% |
| 6M | +5.8% | +15.6% | -9.8% | -0.5% |
| YTD | -15.1% | +27.9% | -43.0% | -23.3% |
| 1Y | +7.2% | +31.4% | -24.2% | -4.2% |
| 3Y | -34.2% | +41.4% | -75.6% | -44.9% |
| 5Y | -49.6% | +42.8% | -92.4% | -58.4% |
| 10Y | +109.9% | +79.7% | +30.2% | +54.7% |
| All | +618.5% | +5,456.9% | -4,838.4% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling