-41.5%
CLF vs AG
+4.5%
-46.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +2.3% | -4.0% | +6.4% | +3.5% |
| 30D | +1.9% | -13.1% | +15.0% | +5.4% |
| 3M | +5.9% | -22.0% | +27.9% | +12.2% |
| 6M | +16.9% | -37.3% | +54.2% | +30.5% |
| YTD | -1.1% | -11.2% | +10.1% | -3.7% |
| 1Y | +28.8% | +23.9% | +4.9% | +13.1% |
| 3Y | -20.6% | +225.1% | -245.8% | -50.6% |
| 5Y | -41.5% | +7.7% | -49.3% | -50.8% |
| All | -41.5% | +4.5% | -46.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling