+240.3%
CLF vs CNI
+6,541.6%
-6,301.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | -2.1% | +9.7% | +9.5% |
| 30D | -1.2% | -3.3% | +2.1% | +1.5% |
| 3M | -13.4% | +3.8% | -17.2% | -16.5% |
| 6M | +15.4% | +12.7% | +2.8% | +3.3% |
| YTD | -5.9% | +26.3% | -32.1% | -24.2% |
| 1Y | +18.8% | +29.9% | -11.1% | -7.0% |
| 3Y | -19.4% | +15.9% | -35.3% | -29.7% |
| 5Y | -47.7% | +6.9% | -54.7% | -50.6% |
| 10Y | +130.4% | +126.8% | +3.6% | +19.7% |
| All | +240.3% | +6,541.6% | -6,301.3% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling