+28.8%
CLF vs CNC
+102.9%
-74.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.3% | -7.3% | +9.6% | +2.1% |
| 30D | +1.9% | +5.2% | -3.2% | +2.2% |
| 3M | +5.9% | +8.6% | -2.7% | +5.9% |
| 6M | +16.9% | +25.1% | -8.1% | +15.3% |
| YTD | -1.1% | +71.3% | -72.3% | -10.7% |
| 1Y | +28.8% | +99.3% | -70.5% | +2.7% |
| All | +28.8% | +102.9% | -74.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling