+125.2%
CLF vs CPAY
+153.8%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | -2.5% | -0.2% | -1.0% |
| 30D | -3.2% | +1.3% | -4.5% | -4.3% |
| 3M | -5.0% | +13.5% | -18.4% | -13.5% |
| 6M | +26.6% | +24.7% | +1.9% | +7.1% |
| YTD | -9.0% | +34.9% | -43.9% | -28.9% |
| 1Y | +11.8% | +29.7% | -17.9% | -11.0% |
| 3Y | -15.1% | +49.4% | -64.5% | -39.8% |
| 5Y | -48.2% | +53.5% | -101.7% | -64.8% |
| All | +125.2% | +153.8% | -28.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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