+5,793.7%
CRM vs CLF
+122.2%
+5,671.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.6% |
| 7D | -3.5% | +6.5% | -10.0% | -4.6% |
| 30D | +29.3% | +0.2% | +29.0% | +29.0% |
| 3M | +36.8% | -3.1% | +39.9% | +36.0% |
| 6M | +23.9% | +25.0% | -1.1% | +16.8% |
| YTD | -5.5% | -7.5% | +2.0% | -7.2% |
| 1Y | -0.4% | +11.5% | -11.9% | -7.1% |
| 3Y | +12.8% | -13.7% | +26.4% | +4.6% |
| 5Y | -3.5% | -47.0% | +43.5% | -5.8% |
| 10Y | +238.4% | +116.3% | +122.1% | +112.5% |
| All | +5,793.7% | +122.2% | +5,671.5% | +2,355.9% |
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