-17.9%
CLS vs CLF
+15.2%
-33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.2% |
| 7D | +16.3% | +10.4% | +5.9% | +12.3% |
| 30D | -25.7% | +0.6% | -26.2% | -25.5% |
| 3M | -30.9% | +4.1% | -35.0% | -31.8% |
| 6M | -35.5% | +15.1% | -50.6% | -38.0% |
| YTD | -18.7% | -4.7% | -14.0% | -25.0% |
| 1Y | -17.9% | +20.4% | -38.3% | -45.3% |
| All | -17.9% | +15.2% | -33.1% | -45.3% |
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