+74.6%
CLF vs CP
+257.3%
-182.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +10.4% | +2.1% | +8.2% | +8.3% |
| 30D | +0.6% | +9.3% | -8.8% | -8.4% |
| 3M | +4.1% | +0.5% | +3.7% | +2.4% |
| 6M | +15.1% | +10.4% | +4.7% | +3.4% |
| YTD | -4.7% | +28.7% | -33.4% | -26.5% |
| 1Y | +20.4% | +33.2% | -12.8% | -10.2% |
| 3Y | -23.4% | +38.4% | -61.8% | -45.2% |
| 5Y | -43.3% | +26.2% | -69.5% | -56.3% |
| All | +74.6% | +257.3% | -182.7% | -47.1% |
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