-5.0%
CMG vs CLF
-14.9%
+9.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -1.5% | +6.5% | -8.0% | -2.1% |
| 30D | +12.7% | +0.2% | +12.5% | +12.6% |
| 3M | +26.3% | -3.1% | +29.3% | +26.1% |
| 6M | +4.5% | +25.0% | -20.5% | +0.1% |
| YTD | -0.1% | -7.5% | +7.3% | -1.0% |
| 1Y | -6.8% | +11.5% | -18.3% | -10.1% |
| 3Y | -5.0% | -13.7% | +8.7% | -10.0% |
| All | -5.0% | -14.9% | +9.9% | -10.0% |
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