+3,231.7%
CLS vs CLF
+166.9%
+3,064.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +4.6% | +7.6% | -3.0% | +2.7% |
| 30D | -13.9% | -1.2% | -12.7% | -13.8% |
| 3M | -26.6% | -13.4% | -13.2% | -24.8% |
| 6M | +15.4% | +15.4% | 0.0% | +10.7% |
| YTD | +5.7% | -5.9% | +11.5% | +4.6% |
| 1Y | +41.1% | +18.8% | +22.3% | +31.5% |
| 3Y | +1,228.6% | -19.4% | +1,248.0% | +1,184.1% |
| 5Y | +3,240.6% | -47.7% | +3,288.4% | +3,281.3% |
| 10Y | +2,760.3% | +130.4% | +2,630.0% | +1,743.1% |
| All | +3,231.7% | +166.9% | +3,064.8% | +1,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling