-39.6%
CLF vs AG
+287.4%
-327.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.2% | -9.0% | -11.2% |
| 7D | -21.0% | -2.9% | -18.1% | -20.6% |
| 30D | -8.0% | -15.1% | +7.1% | -3.6% |
| 3M | -10.9% | -15.4% | +4.5% | -7.4% |
| 6M | +5.8% | -21.9% | +27.7% | +11.4% |
| YTD | -15.1% | -10.4% | -4.7% | -17.9% |
| 1Y | +7.2% | +39.8% | -32.6% | -11.2% |
| 3Y | -34.2% | +209.5% | -243.7% | -62.1% |
| 5Y | -49.6% | +12.5% | -62.1% | -62.2% |
| 10Y | +109.9% | +79.5% | +30.5% | -4.4% |
| All | -39.6% | +287.4% | -327.0% | -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