+630.6%
CLF vs ADM
+1,561.3%
-930.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -19.6% | -9.0% | -10.6% | -15.3% |
| 30D | -5.0% | -14.0% | +9.0% | +2.8% |
| 3M | -6.3% | -9.2% | +2.9% | -2.0% |
| 6M | +2.8% | -9.2% | +11.9% | +7.0% |
| YTD | -13.7% | +24.2% | -37.9% | -25.7% |
| 1Y | +13.6% | +27.0% | -13.4% | -3.6% |
| 3Y | -34.0% | +6.6% | -40.6% | -41.0% |
| 5Y | -48.7% | +25.0% | -73.7% | -58.3% |
| 10Y | +113.4% | +100.2% | +13.2% | +38.6% |
| All | +630.6% | +1,561.3% | -930.7% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling