+4,063.6%
CMG vs CLF
-37.4%
+4,101.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | +4.1% | +2.3% | +1.8% | +3.6% |
| 30D | +20.5% | +1.9% | +18.6% | +19.5% |
| 3M | +14.5% | +5.9% | +8.6% | +12.5% |
| 6M | +14.8% | +16.9% | -2.1% | +10.1% |
| YTD | -1.0% | -1.1% | +0.1% | -3.8% |
| 1Y | +22.9% | +28.8% | -5.9% | +15.2% |
| 3Y | -13.6% | -20.6% | +7.0% | -17.5% |
| 5Y | +0.9% | -41.5% | +42.4% | -2.4% |
| 10Y | +361.4% | +87.5% | +273.8% | +238.9% |
| All | +4,063.6% | -37.4% | +4,101.0% | +1,825.1% |
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