+126.4%
CLF vs CNH
+162.8%
-36.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.3% | -1.1% |
| 7D | +7.6% | +23.3% | -15.7% | -7.9% |
| 30D | -1.2% | +33.5% | -34.6% | -21.1% |
| 3M | -13.4% | +32.7% | -46.1% | -31.4% |
| 6M | +15.4% | +22.2% | -6.8% | -4.2% |
| YTD | -5.9% | +57.7% | -63.6% | -36.2% |
| 1Y | +18.8% | +28.0% | -9.2% | -6.5% |
| 3Y | -19.4% | +11.5% | -30.9% | -32.6% |
| 5Y | -47.7% | +11.9% | -59.6% | -57.5% |
| All | +126.4% | +162.8% | -36.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling