+2,005.0%
CLS vs CLF
-41.3%
+2,046.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.9% |
| 7D | +2.8% | +2.3% | +0.4% | +2.3% |
| 30D | -30.1% | +1.9% | -32.0% | -30.4% |
| 3M | -21.7% | +5.9% | -27.6% | -23.4% |
| 6M | -36.2% | +16.9% | -53.1% | -39.8% |
| YTD | -17.8% | -1.1% | -16.8% | -20.4% |
| 1Y | -26.8% | +28.8% | -55.6% | -33.8% |
| 3Y | +853.4% | -20.6% | +874.0% | +794.7% |
| 5Y | +2,005.0% | -41.5% | +2,046.5% | +1,928.5% |
| All | +2,005.0% | -41.3% | +2,046.3% | +1,928.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling