+127.6%
CLF vs AGI
+398.0%
-270.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | -3.2% | +11.3% | -14.5% | -5.4% |
| 3M | -5.0% | +5.6% | -10.6% | -6.5% |
| 6M | +26.6% | -27.7% | +54.3% | +33.6% |
| YTD | -9.0% | -4.1% | -4.9% | -9.5% |
| 1Y | +11.8% | +13.8% | -1.9% | +8.0% |
| 3Y | -15.1% | +217.0% | -232.1% | -32.4% |
| 5Y | -48.2% | +404.3% | -452.5% | -62.0% |
| 10Y | +127.6% | +400.5% | -272.9% | +70.0% |
| All | +127.6% | +398.0% | -270.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling