+4,100.0%
CMG vs CLF
-40.5%
+4,140.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.9% |
| 7D | -2.8% | +7.6% | -10.4% | -3.7% |
| 30D | +7.1% | -1.2% | +8.3% | +7.2% |
| 3M | +31.2% | -13.4% | +44.5% | +32.5% |
| 6M | +0.7% | +15.4% | -14.7% | -2.7% |
| YTD | -0.1% | -5.9% | +5.8% | -1.4% |
| 1Y | -10.7% | +18.8% | -29.6% | -15.3% |
| 3Y | -4.7% | -19.4% | +14.7% | -8.5% |
| 5Y | -3.8% | -47.7% | +44.0% | -5.1% |
| 10Y | +352.5% | +130.4% | +222.1% | +224.3% |
| All | +4,100.0% | -40.5% | +4,140.5% | +1,872.5% |
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