+126.4%
CLF vs CP
+220.9%
-94.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | +7.6% | -2.7% | +10.3% | +10.2% |
| 30D | -1.2% | +0.2% | -1.3% | -1.7% |
| 3M | -13.4% | +2.6% | -15.9% | -16.0% |
| 6M | +15.4% | +6.0% | +9.5% | +8.4% |
| YTD | -5.9% | +24.9% | -30.8% | -24.5% |
| 1Y | +18.8% | +20.1% | -1.3% | -0.9% |
| 3Y | -19.4% | +16.4% | -35.8% | -31.4% |
| 5Y | -47.7% | +31.7% | -79.5% | -61.0% |
| All | +126.4% | +220.9% | -94.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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