+120.3%
CLF vs CAH
+297.3%
-176.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | -3.7% | -5.1% | +1.4% | -1.4% |
| 30D | -4.7% | -1.8% | -2.9% | -3.9% |
| 3M | -4.7% | +9.4% | -14.0% | -8.6% |
| 6M | +24.0% | +9.2% | +14.8% | +18.4% |
| YTD | -10.9% | +15.7% | -26.6% | -17.7% |
| 1Y | +4.0% | +59.7% | -55.7% | -20.0% |
| 3Y | -16.9% | +178.5% | -195.4% | -54.0% |
| 5Y | -49.3% | +398.3% | -447.6% | -80.0% |
| All | +120.3% | +297.3% | -176.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling