+126.4%
CLF vs AA
+115.8%
+10.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.0% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | -1.2% | +5.0% | -6.2% | -4.7% |
| 3M | -13.4% | -35.8% | +22.5% | +10.8% |
| 6M | +15.4% | -18.4% | +33.8% | +25.1% |
| YTD | -5.9% | -5.5% | -0.4% | -8.3% |
| 1Y | +18.8% | +61.0% | -42.1% | -15.8% |
| 3Y | -19.4% | +66.2% | -85.6% | -49.5% |
| 5Y | -47.7% | +11.4% | -59.1% | -63.2% |
| All | +126.4% | +115.8% | +10.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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