-20.4%
CLF vs CPAY
+100.9%
-121.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +2.3% | +10.4% | -8.0% | -3.5% |
| 30D | +1.9% | +16.2% | -14.2% | -7.1% |
| 3M | +5.9% | +13.7% | -7.9% | -2.5% |
| 6M | +16.9% | +35.2% | -18.3% | -3.2% |
| YTD | -1.1% | +53.5% | -54.6% | -25.9% |
| 1Y | +28.8% | +58.9% | -30.1% | -6.3% |
| All | -20.4% | +100.9% | -121.3% | -53.2% |
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