-41.5%
CLF vs CNI
+8.0%
-49.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.6% |
| 7D | +2.3% | -1.1% | +3.4% | +3.6% |
| 30D | +1.9% | +7.6% | -5.7% | -5.5% |
| 3M | +5.9% | +1.6% | +4.3% | +3.4% |
| 6M | +16.9% | +16.6% | +0.3% | -0.5% |
| YTD | -1.1% | +31.3% | -32.3% | -26.7% |
| 1Y | +28.8% | +35.2% | -6.4% | -7.7% |
| 3Y | -20.6% | +21.5% | -42.1% | -36.7% |
| 5Y | -41.5% | +8.5% | -50.0% | -48.6% |
| All | -41.5% | +8.0% | -49.5% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling