+80.1%
CLF vs AA
+64.5%
+15.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.2% | +3.6% |
| 7D | -14.1% | +4.8% | -18.9% | -16.3% |
| 30D | -5.5% | -0.6% | -4.9% | -5.1% |
| 3M | 0.0% | -16.3% | +16.3% | +10.3% |
| 6M | +11.3% | -33.4% | +44.7% | +38.7% |
| YTD | -7.7% | -20.7% | +13.0% | -0.4% |
| 1Y | +17.5% | +12.9% | +4.6% | +1.9% |
| 3Y | -25.4% | +75.7% | -101.1% | -54.3% |
| 5Y | -46.0% | -6.8% | -39.2% | -56.6% |
| 10Y | +80.1% | +53.6% | +26.4% | -32.3% |
| All | +80.1% | +64.5% | +15.6% | -32.3% |
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