-41.8%
CLF vs CPB
-33.2%
-8.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.1% |
| 7D | +10.4% | -1.6% | +11.9% | +10.3% |
| 30D | +0.6% | +19.2% | -18.7% | +0.9% |
| 3M | +4.1% | -0.9% | +5.1% | +5.0% |
| 6M | +15.1% | +15.2% | -0.1% | +15.2% |
| YTD | -4.7% | -13.1% | +8.3% | -3.1% |
| 1Y | +20.4% | -22.4% | +42.8% | +23.2% |
| 3Y | -23.4% | -35.3% | +11.9% | -22.5% |
| All | -41.8% | -33.2% | -8.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling