+83.5%
CLF vs CAH
+422.4%
-338.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | -9.1% | +9.4% | -18.5% | -12.9% |
| 30D | -0.9% | +16.5% | -17.4% | -8.1% |
| 3M | +3.0% | +17.0% | -14.0% | -4.8% |
| 6M | +16.7% | +51.4% | -34.7% | -4.5% |
| YTD | -3.2% | +36.0% | -39.1% | -17.5% |
| 1Y | +24.6% | +36.0% | -11.4% | +6.2% |
| 3Y | -22.3% | +177.5% | -199.8% | -56.5% |
| 5Y | -41.2% | +509.2% | -550.4% | -79.3% |
| 10Y | +83.5% | +408.1% | -324.6% | -36.5% |
| All | +83.5% | +422.4% | -338.9% | -36.5% |
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