+1,628.1%
CLS vs CLF
+104.8%
+1,523.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -22.2% | -19.6% | -2.6% | -17.3% |
| 30D | -44.4% | -5.0% | -39.4% | -43.6% |
| 3M | -34.3% | -6.3% | -28.0% | -33.5% |
| 6M | -50.1% | +2.8% | -52.8% | -51.1% |
| YTD | -30.1% | -13.7% | -16.4% | -29.6% |
| 1Y | -39.3% | +13.6% | -52.9% | -43.0% |
| 3Y | +732.7% | -34.0% | +766.7% | +732.9% |
| 5Y | +1,777.2% | -48.7% | +1,826.0% | +1,796.2% |
| All | +1,628.1% | +104.8% | +1,523.3% | +1,018.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling