+74.6%
CLF vs CNI
+140.9%
-66.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +10.4% | +2.5% | +7.9% | +7.8% |
| 30D | +0.6% | +6.1% | -5.6% | -5.9% |
| 3M | +4.1% | +0.1% | +4.0% | +2.9% |
| 6M | +15.1% | +14.9% | +0.2% | -1.3% |
| YTD | -4.7% | +30.9% | -35.6% | -30.0% |
| 1Y | +20.4% | +33.9% | -13.6% | -14.0% |
| 3Y | -23.4% | +20.2% | -43.6% | -38.5% |
| 5Y | -43.3% | +8.2% | -51.5% | -49.0% |
| All | +74.6% | +140.9% | -66.3% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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