+6,781.2%
CME vs CLF
+502.0%
+6,279.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -1.6% | +7.6% | -9.2% | -2.6% |
| 30D | +6.2% | -1.2% | +7.4% | +6.2% |
| 3M | +10.4% | -13.4% | +23.8% | +11.7% |
| 6M | -9.5% | +15.4% | -24.9% | -12.7% |
| YTD | +6.0% | -5.9% | +11.9% | +4.4% |
| 1Y | +9.3% | +18.8% | -9.5% | +2.5% |
| 3Y | +57.7% | -19.4% | +77.1% | +47.9% |
| 5Y | +77.7% | -47.7% | +125.4% | +70.8% |
| 10Y | +281.2% | +130.4% | +150.9% | +144.6% |
| All | +6,781.2% | +502.0% | +6,279.1% | +3,155.3% |
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 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