+696.9%
CLF vs CL
+4,870.0%
-4,173.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +7.6% | -2.2% | +9.8% | +8.4% |
| 30D | -1.2% | -4.8% | +3.6% | +0.6% |
| 3M | -13.4% | +4.9% | -18.3% | -15.3% |
| 6M | +15.4% | -5.7% | +21.1% | +17.4% |
| YTD | -5.9% | +14.4% | -20.3% | -11.0% |
| 1Y | +18.8% | +8.7% | +10.1% | +13.9% |
| 3Y | -19.4% | +30.0% | -49.4% | -30.3% |
| 5Y | -47.7% | +28.4% | -76.1% | -54.9% |
| 10Y | +130.4% | +50.1% | +80.3% | +82.9% |
| All | +696.9% | +4,870.0% | -4,173.1% | +152.3% |
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 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