+288.0%
CME vs CLF
+82.3%
+205.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.2% |
| 7D | +1.7% | -9.1% | +10.7% | +2.2% |
| 30D | +10.2% | -0.9% | +11.1% | +9.9% |
| 3M | +17.8% | +3.0% | +14.8% | +16.9% |
| 6M | +11.0% | +16.7% | -5.7% | +8.6% |
| YTD | +17.0% | -3.2% | +20.2% | +15.4% |
| 1Y | +15.8% | +24.6% | -8.8% | +11.7% |
| 3Y | +61.8% | -22.3% | +84.1% | +57.7% |
| 5Y | +72.5% | -41.2% | +113.7% | +68.9% |
| 10Y | +288.0% | +83.5% | +204.5% | +190.7% |
| All | +288.0% | +82.3% | +205.7% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling