-33.0%
CLF vs AG
+445.6%
-478.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | +7.6% | +1.0% | +6.6% | +7.2% |
| 30D | -1.2% | +19.2% | -20.4% | -7.5% |
| 3M | -13.4% | +6.2% | -19.5% | -16.5% |
| 6M | +15.4% | -26.7% | +42.1% | +24.3% |
| YTD | -5.9% | +26.1% | -32.0% | -18.0% |
| 1Y | +18.8% | +131.7% | -112.8% | -16.5% |
| 3Y | -19.4% | +255.3% | -274.8% | -55.9% |
| 5Y | -47.7% | +61.9% | -109.7% | -65.2% |
| 10Y | +130.4% | +72.0% | +58.3% | +9.6% |
| All | -33.0% | +445.6% | -478.7% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling