-39.3%
CLF vs CNH
+28.6%
-68.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.9% | -8.3% | -9.5% |
| 7D | -21.0% | -0.4% | -20.6% | -20.6% |
| 30D | -8.0% | -15.2% | +7.2% | +2.0% |
| 3M | -10.9% | +4.3% | -15.2% | -16.5% |
| 6M | +5.8% | +10.1% | -4.2% | -6.0% |
| YTD | -15.1% | +23.2% | -38.3% | -32.2% |
| 1Y | +7.2% | +8.5% | -1.3% | -6.6% |
| 3Y | -34.2% | +4.1% | -38.2% | -43.5% |
| 5Y | -49.6% | -17.8% | -31.7% | -49.2% |
| 10Y | +109.9% | +113.3% | -3.4% | -1.6% |
| All | -39.3% | +28.6% | -68.0% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling