+737.7%
CLF vs AFL
+20,477.3%
-19,739.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | +1.9% | +9.7% | -7.7% | -3.1% |
| 3M | +5.9% | +5.5% | +0.4% | +2.6% |
| 6M | +16.9% | +11.2% | +5.7% | +9.8% |
| YTD | -1.1% | +17.1% | -18.1% | -9.4% |
| 1Y | +28.8% | +14.0% | +14.8% | +19.4% |
| 3Y | -20.6% | +66.3% | -86.9% | -40.2% |
| 5Y | -41.5% | +152.7% | -194.2% | -63.9% |
| 10Y | +87.5% | +341.3% | -253.8% | -7.7% |
| All | +737.7% | +20,477.3% | -19,739.6% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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