-47.8%
CLF vs CAH
+414.2%
-462.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +7.6% | +5.4% | +2.2% | +6.0% |
| 30D | -1.2% | +3.3% | -4.5% | -2.1% |
| 3M | -13.4% | +22.8% | -36.2% | -18.4% |
| 6M | +15.4% | +11.3% | +4.2% | +11.7% |
| YTD | -5.9% | +21.1% | -27.0% | -11.3% |
| 1Y | +18.8% | +67.2% | -48.4% | -1.8% |
| 3Y | -19.4% | +195.6% | -215.0% | -51.9% |
| All | -47.8% | +414.2% | -462.0% | -78.6% |
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