+652.6%
CLF vs CNC
+5,537.6%
-4,885.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | +3.5% | +4.0% | +6.6% |
| 30D | -1.2% | +0.1% | -1.3% | -1.3% |
| 3M | -13.4% | +6.9% | -20.3% | -15.5% |
| 6M | +15.4% | +49.0% | -33.6% | +1.5% |
| YTD | -5.9% | +62.9% | -68.8% | -19.8% |
| 1Y | +18.8% | +134.0% | -115.2% | -8.9% |
| 3Y | -19.4% | +9.4% | -28.8% | -29.8% |
| 5Y | -47.7% | +4.1% | -51.9% | -54.7% |
| 10Y | +130.4% | +95.4% | +35.0% | +61.3% |
| All | +652.6% | +5,537.6% | -4,885.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling