-17.5%
CLF vs AG
+260.2%
-277.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.3% |
| 7D | +7.6% | +1.0% | +6.6% | +7.3% |
| 30D | -1.2% | +19.2% | -20.4% | -6.3% |
| 3M | -13.4% | +6.2% | -19.5% | -15.9% |
| 6M | +15.4% | -26.7% | +42.1% | +22.5% |
| YTD | -5.9% | +26.1% | -32.0% | -15.7% |
| 1Y | +18.8% | +131.7% | -112.8% | -9.3% |
| All | -17.5% | +260.2% | -277.7% | -45.2% |
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