+63.2%
CME vs CLF
-33.4%
+96.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +0.9% | -19.6% | +20.5% | +0.3% |
| 30D | +13.2% | -5.0% | +18.2% | +13.1% |
| 3M | +16.3% | -6.3% | +22.6% | +16.2% |
| 6M | +7.1% | +2.8% | +4.4% | +7.4% |
| YTD | +15.8% | -13.7% | +29.5% | +15.7% |
| 1Y | +17.1% | +13.6% | +3.5% | +18.2% |
| 3Y | +63.2% | -34.0% | +97.1% | +67.6% |
| All | +63.2% | -33.4% | +96.6% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling