+661.6%
CLF vs CNC
+5,893.3%
-5,231.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +10.4% | +2.2% | +8.2% | +9.7% |
| 30D | +0.6% | +1.6% | -1.0% | -0.6% |
| 3M | +4.1% | +7.9% | -3.8% | +1.0% |
| 6M | +15.1% | +21.2% | -6.1% | +7.4% |
| YTD | -4.7% | +73.2% | -77.9% | -20.9% |
| 1Y | +20.4% | +97.5% | -77.1% | -3.6% |
| 3Y | -23.4% | -1.2% | -22.2% | -31.5% |
| 5Y | -43.3% | -6.1% | -37.2% | -49.4% |
| 10Y | +80.5% | +181.3% | -100.7% | +15.0% |
| All | +661.6% | +5,893.3% | -5,231.7% | +128.9% |
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