+255.8%
CLF vs CNI
+6,816.2%
-6,560.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +16.0% | +1.0% | +15.0% | +15.0% |
| 30D | +1.6% | +7.5% | -5.8% | -5.0% |
| 3M | +6.7% | +1.7% | +5.0% | +4.2% |
| 6M | +21.1% | +15.4% | +5.7% | +6.0% |
| YTD | -1.6% | +31.5% | -33.1% | -24.1% |
| 1Y | +18.5% | +32.8% | -14.3% | -9.6% |
| 3Y | -21.0% | +21.7% | -42.7% | -34.3% |
| 5Y | -41.4% | +8.7% | -50.1% | -45.7% |
| 10Y | +86.5% | +143.3% | -56.8% | -9.3% |
| All | +255.8% | +6,816.2% | -6,560.4% | -50.6% |
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 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