+73.1%
CME vs CLF
-41.3%
+114.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.7% | +16.0% | -13.3% | +2.4% |
| 30D | +13.5% | +1.6% | +11.8% | +13.3% |
| 3M | +20.9% | +6.7% | +14.2% | +20.5% |
| 6M | +11.5% | +21.1% | -9.6% | +10.6% |
| YTD | +19.5% | -1.6% | +21.0% | +18.9% |
| 1Y | +17.2% | +18.5% | -1.3% | +16.1% |
| 3Y | +65.1% | -21.0% | +86.2% | +66.9% |
| 5Y | +73.1% | -41.4% | +114.5% | +80.3% |
| All | +73.1% | -41.3% | +114.4% | +80.3% |
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