+80.4%
CLF vs CAPR
-63.2%
+143.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.3% |
| 7D | +16.0% | +19.1% | -3.1% | +15.3% |
| 30D | +1.6% | +48.8% | -47.2% | +0.2% |
| 3M | +6.7% | +144.4% | -137.7% | +2.9% |
| 6M | +21.1% | -67.5% | +88.6% | +22.2% |
| YTD | -1.6% | -64.5% | +62.9% | -1.2% |
| 1Y | +18.5% | +74.4% | -56.0% | +4.8% |
| 3Y | -21.0% | +265.7% | -286.7% | -36.2% |
| 5Y | -41.4% | +196.0% | -237.3% | -53.5% |
| All | +80.4% | -63.2% | +143.6% | +27.1% |
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