-79.9%
CLF vs CPAY
+1,748.9%
-1,828.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -4.1% |
| 7D | +10.4% | +1.6% | +8.8% | +9.3% |
| 30D | +0.6% | +17.6% | -17.1% | -10.9% |
| 3M | +4.1% | +8.7% | -4.6% | -2.9% |
| 6M | +15.1% | +39.5% | -24.4% | -9.7% |
| YTD | -4.7% | +53.6% | -58.3% | -31.9% |
| 1Y | +20.4% | +63.3% | -42.9% | -17.9% |
| 3Y | -23.4% | +101.7% | -125.1% | -55.3% |
| 5Y | -43.3% | +91.4% | -134.7% | -66.3% |
| 10Y | +80.5% | +221.7% | -141.1% | -22.9% |
| All | -79.9% | +1,748.9% | -1,828.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling