-49.8%
CLF vs CAPR
-99.1%
+49.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.6% | -8.6% | -12.2% |
| 7D | -21.0% | +29.7% | -50.7% | -21.4% |
| 30D | -8.0% | +11.0% | -19.0% | -8.3% |
| 3M | -10.9% | +118.8% | -129.7% | -12.8% |
| 6M | +5.8% | -73.9% | +79.7% | +6.9% |
| YTD | -15.1% | -70.2% | +55.1% | -14.6% |
| 1Y | +7.2% | +38.3% | -31.0% | -0.2% |
| 3Y | -34.2% | +199.7% | -233.8% | -41.2% |
| 5Y | -49.6% | +130.6% | -180.2% | -55.2% |
| 10Y | +109.9% | -68.5% | +178.4% | +78.0% |
| All | -49.8% | -99.1% | +49.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling