-25.4%
CLF vs CP
+30.2%
-55.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +5.3% |
| 7D | -14.1% | +2.8% | -16.9% | -16.2% |
| 30D | -5.5% | +11.3% | -16.9% | -14.5% |
| 3M | 0.0% | +2.9% | -2.9% | -3.3% |
| 6M | +11.3% | +9.8% | +1.5% | +1.2% |
| YTD | -7.7% | +28.5% | -36.2% | -27.7% |
| 1Y | +17.5% | +33.5% | -16.0% | -11.1% |
| 3Y | -25.4% | +31.9% | -57.4% | -44.1% |
| All | -25.4% | +30.2% | -55.7% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling