+3,961.4%
CMG vs CLF
-41.6%
+4,003.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.9% |
| 7D | +8.6% | -14.1% | +22.7% | +10.4% |
| 30D | +13.1% | -5.5% | +18.7% | +13.3% |
| 3M | +9.0% | 0.0% | +9.0% | +7.9% |
| 6M | +10.0% | +11.3% | -1.2% | +6.1% |
| YTD | -3.4% | -7.7% | +4.3% | -5.3% |
| 1Y | +16.8% | +17.5% | -0.7% | +10.8% |
| 3Y | -14.7% | -25.4% | +10.7% | -17.9% |
| 5Y | -1.5% | -46.0% | +44.4% | -3.8% |
| 10Y | +383.6% | +80.1% | +303.5% | +257.2% |
| All | +3,961.4% | -41.6% | +4,003.0% | +1,794.7% |
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