+20.2%
CLF vs CNP
+8.7%
+11.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.5% | -5.7% | -9.7% |
| 7D | -7.9% | -1.3% | -6.6% | -7.9% |
| 30D | +5.2% | +8.7% | -3.5% | +6.9% |
| 3M | +4.3% | -0.7% | +5.0% | +4.9% |
| 6M | +25.3% | -4.2% | +29.4% | +26.1% |
| YTD | -3.3% | +8.9% | -12.2% | -2.4% |
| 1Y | +20.2% | +8.3% | +11.9% | +23.4% |
| All | +20.2% | +8.7% | +11.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling