+322.3%
CMG vs CLF
+116.4%
+205.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | +12.1% | -3.2% | +15.3% | +12.4% |
| 3M | +20.6% | -5.0% | +25.5% | +20.4% |
| 6M | +2.1% | +26.6% | -24.5% | -2.7% |
| YTD | -2.6% | -9.0% | +6.3% | -3.5% |
| 1Y | -8.7% | +11.8% | -20.5% | -12.7% |
| 3Y | -7.4% | -15.1% | +7.7% | -11.8% |
| 5Y | -5.7% | -48.2% | +42.5% | -6.9% |
| 10Y | +322.3% | +127.6% | +194.8% | +210.9% |
| All | +322.3% | +116.4% | +205.9% | +210.9% |
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