+20.2%
CLF vs CAI
+12.6%
+7.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.3% |
| 7D | -7.9% | -6.3% | -1.6% | -7.2% |
| 30D | +5.2% | +9.3% | -4.1% | +3.9% |
| 3M | +4.3% | +106.3% | -102.0% | -4.4% |
| 6M | +25.3% | +77.7% | -52.5% | +15.6% |
| YTD | -3.3% | +23.1% | -26.4% | -7.3% |
| 1Y | +20.2% | +6.5% | +13.7% | +20.2% |
| All | +20.2% | +12.6% | +7.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling