-17.5%
CLF vs CPB
-40.0%
+22.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +1.7% |
| 7D | +7.6% | -8.6% | +16.2% | +7.3% |
| 30D | -1.2% | -7.2% | +6.1% | -1.3% |
| 3M | -13.4% | +0.9% | -14.3% | -13.3% |
| 6M | +15.4% | -11.8% | +27.2% | +15.5% |
| YTD | -5.9% | -19.4% | +13.5% | -5.9% |
| 1Y | +18.8% | -30.4% | +49.2% | +19.0% |
| All | -17.5% | -40.0% | +22.5% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling