+20.2%
CLF vs CPB
-18.4%
+38.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.9% | -15.1% | -7.7% |
| 7D | -7.9% | +13.0% | -20.9% | -5.1% |
| 30D | +5.2% | +20.5% | -15.3% | +10.0% |
| 3M | +4.3% | +2.2% | +2.1% | +7.9% |
| 6M | +25.3% | +15.4% | +9.9% | +30.2% |
| YTD | -3.3% | -12.3% | +9.0% | -0.8% |
| 1Y | +20.2% | -18.0% | +38.2% | +21.5% |
| All | +20.2% | -18.4% | +38.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling