+80.1%
CLF vs CNH
+134.0%
-53.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.9% | -3.9% | -0.6% |
| 7D | -14.1% | +8.6% | -22.6% | -18.8% |
| 30D | -5.5% | +12.6% | -18.1% | -13.7% |
| 3M | 0.0% | +17.5% | -17.5% | -14.0% |
| 6M | +11.3% | +18.1% | -6.8% | -6.0% |
| YTD | -7.7% | +40.4% | -48.1% | -33.1% |
| 1Y | +17.5% | +34.0% | -16.4% | -12.2% |
| 3Y | -25.4% | +35.3% | -60.7% | -47.4% |
| 5Y | -46.0% | -5.1% | -40.9% | -51.0% |
| 10Y | +80.1% | +124.0% | -44.0% | -32.3% |
| All | +80.1% | +134.0% | -53.9% | -32.3% |
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