-51.4%
CLF vs CNP
+73.6%
-125.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -19.6% | -4.2% | -15.4% | -18.1% |
| 30D | -5.0% | +5.5% | -10.5% | -6.8% |
| 3M | -6.3% | +0.6% | -6.9% | -6.6% |
| 6M | +2.8% | -2.8% | +5.6% | +3.7% |
| YTD | -13.7% | +7.9% | -21.6% | -17.3% |
| 1Y | +13.6% | +6.7% | +6.9% | +9.2% |
| 3Y | -34.0% | +61.1% | -95.1% | -49.0% |
| All | -51.4% | +73.6% | -125.0% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling