+13.3%
AGG vs CLF
-16.3%
+29.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -0.2% | -2.7% | +2.5% | -0.2% |
| 30D | -0.2% | -3.2% | +3.0% | -0.2% |
| 3M | -0.7% | -5.0% | +4.3% | -0.7% |
| 6M | -1.8% | +26.6% | -28.4% | -1.9% |
| YTD | -0.6% | -9.0% | +8.4% | -0.7% |
| 1Y | +0.4% | +11.8% | -11.5% | +0.2% |
| All | +13.3% | -16.3% | +29.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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