-47.0%
CLF vs CNC
+1.4%
-48.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.4% |
| 7D | +6.5% | -1.0% | +7.5% | +6.6% |
| 30D | +0.2% | -1.8% | +2.1% | +0.3% |
| 3M | -3.1% | -0.7% | -2.4% | -3.1% |
| 6M | +25.0% | +47.9% | -22.9% | +20.7% |
| YTD | -7.5% | +56.9% | -64.4% | -11.3% |
| 1Y | +11.5% | +123.9% | -112.4% | +4.6% |
| 3Y | -13.7% | -1.3% | -12.4% | -17.8% |
| 5Y | -47.0% | +2.8% | -49.7% | -46.2% |
| All | -47.0% | +1.4% | -48.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling