-47.8%
CLF vs CAPR
+84.7%
-132.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +7.6% | -2.0% | +9.6% | +7.6% |
| 30D | -1.2% | +139.2% | -140.4% | -3.0% |
| 3M | -13.4% | -66.4% | +53.0% | -12.6% |
| 6M | +15.4% | -63.1% | +78.6% | +16.1% |
| YTD | -5.9% | -67.4% | +61.6% | -5.2% |
| 1Y | +18.8% | +58.2% | -39.4% | +10.2% |
| 3Y | -19.4% | +42.2% | -61.6% | -32.5% |
| All | -47.8% | +84.7% | -132.5% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling