+630.6%
CLF vs AA
+213.5%
+417.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | -0.2% |
| 7D | -19.6% | +0.9% | -20.5% | -20.0% |
| 30D | -5.0% | -6.7% | +1.7% | -0.8% |
| 3M | -6.3% | -16.3% | +10.0% | +3.9% |
| 6M | +2.8% | -37.1% | +39.9% | +34.9% |
| YTD | -13.7% | -25.0% | +11.3% | -3.2% |
| 1Y | +13.6% | +8.6% | +5.0% | -0.2% |
| 3Y | -34.0% | +57.2% | -91.2% | -58.4% |
| 5Y | -48.7% | -13.0% | -35.7% | -58.2% |
| 10Y | +113.4% | +65.5% | +47.9% | -7.3% |
| All | +630.6% | +213.5% | +417.1% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling