-35.0%
CLS vs CLF
+20.2%
-55.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -1.4% |
| 7D | -13.9% | -9.1% | -4.8% | -10.8% |
| 30D | -38.2% | -0.9% | -37.3% | -37.8% |
| 3M | -28.8% | +3.0% | -31.8% | -29.7% |
| 6M | -40.4% | +16.7% | -57.1% | -43.4% |
| YTD | -24.3% | -3.2% | -21.1% | -30.4% |
| 1Y | -35.0% | +24.6% | -59.6% | -55.5% |
| All | -35.0% | +20.2% | -55.2% | -55.5% |
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