-35.3%
CLS vs CLF
+14.6%
-49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.0% | +0.9% | +5.2% |
| 7D | -10.6% | -14.1% | +3.5% | -5.3% |
| 30D | -38.4% | -5.5% | -32.9% | -36.9% |
| 3M | -29.9% | 0.0% | -29.9% | -29.9% |
| 6M | -40.6% | +11.3% | -51.9% | -42.6% |
| YTD | -24.6% | -7.7% | -16.9% | -29.4% |
| All | -35.3% | +14.6% | -49.9% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling