-34.0%
CLF vs AG
+219.8%
-253.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -19.6% | +6.3% | -25.9% | -21.2% |
| 30D | -5.0% | -8.9% | +4.0% | -2.9% |
| 3M | -6.3% | -12.2% | +5.9% | -4.0% |
| 6M | +2.8% | -28.3% | +31.1% | +10.4% |
| YTD | -13.7% | -8.8% | -4.9% | -16.7% |
| 1Y | +13.6% | +39.4% | -25.8% | -4.1% |
| 3Y | -34.0% | +229.4% | -263.4% | -57.9% |
| All | -34.0% | +219.8% | -253.8% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling