+4.0%
CLF vs CNC
+110.9%
-106.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.2% | -2.4% |
| 7D | -3.7% | -3.9% | +0.2% | -3.3% |
| 30D | -4.7% | +0.8% | -5.5% | -4.8% |
| 3M | -4.7% | +0.1% | -4.8% | -4.9% |
| 6M | +24.0% | +79.7% | -55.7% | +11.8% |
| YTD | -10.9% | +58.9% | -69.8% | -19.5% |
| 1Y | +4.0% | +109.1% | -105.1% | -10.3% |
| All | +4.0% | +110.9% | -106.9% | -10.3% |
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