+123.7%
CLF vs ADM
+159.6%
-35.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | +3.8% | +3.8% | +4.7% |
| 30D | -1.2% | +9.8% | -10.9% | -8.1% |
| 3M | -13.4% | +2.1% | -15.5% | -15.5% |
| 6M | +15.4% | +27.5% | -12.1% | -6.0% |
| YTD | -5.9% | +50.2% | -56.1% | -32.6% |
| 1Y | +18.8% | +40.6% | -21.8% | -11.3% |
| 3Y | -19.4% | +17.2% | -36.6% | -34.5% |
| 5Y | -47.7% | +61.9% | -109.6% | -70.0% |
| All | +123.7% | +159.6% | -35.9% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling