+87.5%
CLF vs AGI
+355.0%
-267.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.1% |
| 30D | +1.9% | -7.6% | +9.5% | +2.8% |
| 3M | +5.9% | -10.2% | +16.1% | +7.1% |
| 6M | +16.9% | -31.5% | +48.4% | +23.9% |
| YTD | -1.1% | -22.0% | +20.9% | +1.7% |
| 1Y | +28.8% | -7.9% | +36.7% | +28.6% |
| 3Y | -20.6% | +137.6% | -158.2% | -32.9% |
| 5Y | -41.5% | +256.7% | -298.2% | -54.1% |
| 10Y | +87.5% | +405.2% | -317.7% | +51.2% |
| All | +87.5% | +355.0% | -267.4% | +51.2% |
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