+20.2%
CLF vs ADM
+29.8%
-9.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.3% |
| 7D | -7.9% | -8.3% | +0.4% | -6.6% |
| 30D | +5.2% | -14.1% | +19.3% | +7.9% |
| 3M | +4.3% | -10.7% | +15.0% | +5.9% |
| 6M | +25.3% | -5.9% | +31.2% | +24.6% |
| YTD | -3.3% | +25.8% | -29.1% | -13.7% |
| 1Y | +20.2% | +21.3% | -1.0% | +7.9% |
| All | +20.2% | +29.8% | -9.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling