+13.6%
CLF vs CAPR
+43.1%
-29.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.7% |
| 7D | -19.6% | +41.1% | -60.6% | -19.6% |
| 30D | -5.0% | +11.1% | -16.1% | -5.0% |
| 3M | -6.3% | +115.3% | -121.6% | -6.3% |
| 6M | +2.8% | -73.8% | +76.6% | +3.1% |
| YTD | -13.7% | -68.8% | +55.1% | -13.5% |
| 1Y | +13.6% | +43.3% | -29.7% | +14.5% |
| All | +13.6% | +43.1% | -29.5% | +14.5% |
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