+74.6%
CLF vs CAPR
-65.7%
+140.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -3.0% |
| 7D | +10.4% | +5.9% | +4.5% | +10.1% |
| 30D | +0.6% | +44.6% | -44.1% | -0.8% |
| 3M | +4.1% | +126.4% | -122.3% | +0.7% |
| 6M | +15.1% | -68.6% | +83.7% | +16.3% |
| YTD | -4.7% | -67.0% | +62.2% | -4.2% |
| 1Y | +20.4% | +65.2% | -44.8% | +6.5% |
| 3Y | -23.4% | +235.6% | -258.9% | -37.9% |
| 5Y | -43.3% | +175.4% | -218.7% | -54.9% |
| All | +74.6% | -65.7% | +140.3% | +23.3% |
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