-51.4%
CLF vs CNH
-14.7%
-36.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.1% |
| 7D | -19.6% | -1.7% | -17.9% | -18.6% |
| 30D | -5.0% | -7.2% | +2.2% | -1.5% |
| 3M | -6.3% | +6.5% | -12.8% | -12.5% |
| 6M | +2.8% | +7.9% | -5.1% | -5.9% |
| YTD | -13.7% | +26.6% | -40.3% | -30.6% |
| 1Y | +13.6% | +13.8% | -0.2% | -2.4% |
| 3Y | -34.0% | +9.2% | -43.2% | -43.9% |
| All | -51.4% | -14.7% | -36.8% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling