+87.5%
CLF vs CAPR
-59.1%
+146.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.5% | -24.3% | +1.4% |
| 7D | +2.3% | +25.8% | -23.4% | +1.6% |
| 30D | +1.9% | +50.2% | -48.3% | +0.5% |
| 3M | +5.9% | +185.5% | -179.6% | +1.7% |
| 6M | +16.9% | -64.8% | +81.7% | +17.7% |
| YTD | -1.1% | -61.1% | +60.1% | -1.0% |
| 1Y | +28.8% | +81.0% | -52.1% | +13.8% |
| 3Y | -20.6% | +300.7% | -321.3% | -36.1% |
| 5Y | -41.5% | +223.3% | -264.9% | -53.7% |
| 10Y | +87.5% | -58.8% | +146.3% | +33.9% |
| All | +87.5% | -59.1% | +146.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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