+18.8%
CLF vs CAPR
+64.2%
-45.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.5% | +7.0% |
| 7D | -14.1% | +36.0% | -50.1% | -14.1% |
| 30D | -5.5% | +25.8% | -31.3% | -5.5% |
| 3M | 0.0% | +140.8% | -140.8% | -0.1% |
| 6M | +11.3% | -67.6% | +78.8% | +11.6% |
| YTD | -7.7% | -65.9% | +58.2% | -7.4% |
| All | +18.8% | +64.2% | -45.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling