+80.1%
CLF vs CAPR
-64.9%
+145.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.5% | +6.7% |
| 7D | -14.1% | +36.0% | -50.1% | -14.9% |
| 30D | -5.5% | +25.8% | -31.3% | -6.3% |
| 3M | 0.0% | +140.8% | -140.8% | -3.4% |
| 6M | +11.3% | -67.6% | +78.8% | +12.4% |
| YTD | -7.7% | -65.9% | +58.2% | -7.2% |
| 1Y | +17.5% | +66.1% | -48.6% | +4.1% |
| 3Y | -25.4% | +256.9% | -282.3% | -39.7% |
| 5Y | -46.0% | +172.1% | -218.1% | -56.9% |
| 10Y | +80.1% | -64.7% | +144.8% | +29.9% |
| All | +80.1% | -64.9% | +145.0% | +29.9% |
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