-46.0%
CLF vs CAH
+501.6%
-547.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.0% | +6.8% |
| 7D | -14.1% | +7.8% | -21.9% | -15.8% |
| 30D | -5.5% | +15.5% | -21.0% | -9.3% |
| 3M | 0.0% | +16.3% | -16.3% | -4.2% |
| 6M | +11.3% | +50.0% | -38.8% | -0.8% |
| YTD | -7.7% | +34.7% | -42.4% | -15.4% |
| 1Y | +17.5% | +35.9% | -18.4% | +7.4% |
| 3Y | -25.4% | +178.5% | -203.9% | -51.5% |
| 5Y | -46.0% | +515.7% | -561.6% | -80.5% |
| All | -46.0% | +501.6% | -547.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling