+80.1%
CLF vs CPB
-39.9%
+120.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.1% | +7.0% |
| 7D | -14.1% | +3.3% | -17.3% | -14.2% |
| 30D | -5.5% | +19.0% | -24.5% | -6.2% |
| 3M | 0.0% | +0.4% | -0.4% | +0.2% |
| 6M | +11.3% | +13.0% | -1.7% | +10.5% |
| YTD | -7.7% | -12.7% | +5.1% | -6.7% |
| 1Y | +17.5% | -20.9% | +38.4% | +19.5% |
| 3Y | -25.4% | -35.4% | +10.0% | -23.8% |
| 5Y | -46.0% | -32.3% | -13.7% | -45.1% |
| 10Y | +80.1% | -40.5% | +120.6% | +86.4% |
| All | +80.1% | -39.9% | +120.0% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling