-13.7%
CLF vs CPAY
+49.5%
-63.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.4% |
| 7D | +6.5% | +0.6% | +5.9% | +6.2% |
| 30D | +0.2% | +3.6% | -3.3% | -2.0% |
| 3M | -3.1% | +16.6% | -19.7% | -11.9% |
| 6M | +25.0% | +29.5% | -4.4% | +6.3% |
| YTD | -7.5% | +35.3% | -42.7% | -24.8% |
| 1Y | +11.5% | +30.6% | -19.1% | -7.8% |
| 3Y | -13.7% | +49.7% | -63.4% | -32.1% |
| All | -13.7% | +49.5% | -63.2% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling