+5,156.8%
COF vs CLF
+354.4%
+4,802.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -5.0% | +16.0% | -21.0% | -8.7% |
| 30D | -2.3% | +1.6% | -3.9% | -3.8% |
| 3M | -12.7% | +6.7% | -19.4% | -15.6% |
| 6M | +6.2% | +21.1% | -14.9% | -2.4% |
| YTD | -19.2% | -1.6% | -17.6% | -23.3% |
| 1Y | -11.5% | +18.5% | -30.0% | -20.2% |
| 3Y | +92.8% | -21.0% | +113.8% | +77.0% |
| 5Y | +34.3% | -41.4% | +75.7% | +26.8% |
| 10Y | +183.0% | +86.5% | +96.5% | +67.9% |
| All | +5,156.8% | +354.4% | +4,802.4% | +1,038.7% |
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