+124.6%
CLF vs CNC
+99.9%
+24.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.6% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | -12.0% | +4.5% | -16.6% | -13.3% |
| 6M | +30.0% | +85.2% | -55.3% | +10.6% |
| YTD | -9.2% | +61.4% | -70.6% | -20.9% |
| 1Y | +2.3% | +94.9% | -92.6% | -15.4% |
| 3Y | -14.4% | 0.0% | -14.4% | -22.2% |
| 5Y | -48.3% | +11.2% | -59.5% | -56.4% |
| All | +124.6% | +99.9% | +24.7% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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