-51.4%
CLF vs CP
+24.4%
-75.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.1% |
| 7D | -19.6% | +2.8% | -22.4% | -21.8% |
| 30D | -5.0% | +10.2% | -15.2% | -13.6% |
| 3M | -6.3% | +2.4% | -8.6% | -9.4% |
| 6M | +2.8% | +7.7% | -4.9% | -5.1% |
| YTD | -13.7% | +26.0% | -39.7% | -31.2% |
| 1Y | +13.6% | +34.6% | -21.1% | -14.7% |
| 3Y | -34.0% | +26.7% | -60.7% | -48.2% |
| All | -51.4% | +24.4% | -75.8% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling