+12.4%
CMG vs CLF
+15.2%
-2.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +2.5% | +10.4% | -7.9% | +2.4% |
| 30D | +15.6% | +0.6% | +15.0% | +15.2% |
| 3M | +8.2% | +4.1% | +4.1% | +7.6% |
| 6M | +9.9% | +15.1% | -5.2% | +7.0% |
| YTD | -4.6% | -4.7% | +0.1% | -5.0% |
| 1Y | +12.4% | +20.4% | -7.9% | +9.3% |
| All | +12.4% | +15.2% | -2.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling