+630.6%
CLF vs CPB
+360.6%
+270.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -19.6% | +8.0% | -27.6% | -21.1% |
| 30D | -5.0% | +22.4% | -27.4% | -9.9% |
| 3M | -6.3% | +2.5% | -8.8% | -7.8% |
| 6M | +2.8% | +12.2% | -9.4% | -1.5% |
| YTD | -13.7% | -12.8% | -0.9% | -12.5% |
| 1Y | +13.6% | -19.2% | +32.7% | +17.1% |
| 3Y | -34.0% | -35.6% | +1.6% | -29.5% |
| 5Y | -48.7% | -31.4% | -17.3% | -46.9% |
| 10Y | +113.4% | -37.9% | +151.4% | +116.1% |
| All | +630.6% | +360.6% | +270.0% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling