+99.7%
CLF vs CPB
-37.5%
+137.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | -19.6% | +8.0% | -27.6% | -19.7% |
| 30D | -5.0% | +22.4% | -27.4% | -5.7% |
| 3M | -6.3% | +3.8% | -10.1% | -6.2% |
| 6M | +2.8% | +13.7% | -10.9% | +2.1% |
| YTD | -13.7% | -11.7% | -2.0% | -12.8% |
| 1Y | +13.6% | -18.1% | +31.7% | +15.2% |
| 3Y | -34.0% | -34.7% | +0.7% | -32.6% |
| 5Y | -48.7% | -30.6% | -18.2% | -48.0% |
| All | +99.7% | -37.5% | +137.2% | +118.0% |
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