+123.7%
CLF vs CNP
+137.5%
-13.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +7.6% | +1.1% | +6.5% | +6.9% |
| 30D | -1.2% | -1.8% | +0.6% | -0.4% |
| 3M | -13.4% | -4.6% | -8.7% | -11.5% |
| 6M | +15.4% | -8.8% | +24.3% | +20.5% |
| YTD | -5.9% | +5.2% | -11.1% | -9.8% |
| 1Y | +18.8% | +8.3% | +10.5% | +12.0% |
| 3Y | -19.4% | +54.9% | -74.3% | -39.9% |
| 5Y | -47.7% | +73.5% | -121.2% | -64.0% |
| All | +123.7% | +137.5% | -13.8% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling