+87.5%
CLF vs CNH
+113.9%
-26.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.9% |
| 7D | +2.3% | +6.7% | -4.3% | -2.3% |
| 30D | +1.9% | +7.2% | -5.3% | -3.8% |
| 3M | +5.9% | +17.5% | -11.6% | -9.1% |
| 6M | +16.9% | +15.0% | +1.9% | +0.4% |
| YTD | -1.1% | +36.8% | -37.8% | -27.1% |
| 1Y | +28.8% | +27.6% | +1.2% | -0.5% |
| 3Y | -20.6% | +34.3% | -54.9% | -43.9% |
| 5Y | -41.5% | -12.2% | -29.3% | -43.8% |
| 10Y | +87.5% | +113.9% | -26.3% | -29.6% |
| All | +87.5% | +113.9% | -26.3% | -29.6% |
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