+74.6%
CLF vs CNP
+146.5%
-71.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | +10.4% | +1.3% | +9.1% | +9.6% |
| 30D | +0.6% | +3.8% | -3.2% | -1.5% |
| 3M | +4.1% | +2.4% | +1.8% | +2.6% |
| 6M | +15.1% | -1.2% | +16.3% | +15.2% |
| YTD | -4.7% | +9.3% | -14.0% | -10.5% |
| 1Y | +20.4% | +6.4% | +13.9% | +14.6% |
| 3Y | -23.4% | +66.4% | -89.7% | -44.8% |
| 5Y | -43.3% | +75.7% | -119.0% | -60.8% |
| All | +74.6% | +146.5% | -71.8% | -6.5% |
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