-51.4%
CLF vs AA
-15.4%
-36.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.1% |
| 7D | -19.6% | +0.9% | -20.5% | -19.9% |
| 30D | -5.0% | -6.7% | +1.7% | -1.5% |
| 3M | -6.3% | -16.3% | +10.0% | +2.2% |
| 6M | +2.8% | -37.1% | +39.9% | +29.4% |
| YTD | -13.7% | -25.0% | +11.3% | -4.6% |
| 1Y | +13.6% | +8.6% | +5.0% | +1.8% |
| 3Y | -34.0% | +57.2% | -91.2% | -54.2% |
| All | -51.4% | -15.4% | -36.0% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling