+80.1%
CLF vs AG
+77.4%
+2.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +5.9% |
| 7D | -14.1% | +10.8% | -24.9% | -16.3% |
| 30D | -5.5% | -8.2% | +2.6% | -4.0% |
| 3M | 0.0% | -13.7% | +13.7% | +2.5% |
| 6M | +11.3% | -27.3% | +38.5% | +17.7% |
| YTD | -7.7% | -4.6% | -3.1% | -10.5% |
| 1Y | +17.5% | +39.4% | -21.8% | +4.1% |
| 3Y | -25.4% | +244.1% | -269.5% | -48.2% |
| 5Y | -46.0% | +16.8% | -62.7% | -55.4% |
| 10Y | +80.1% | +71.7% | +8.4% | +23.4% |
| All | +80.1% | +77.4% | +2.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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