-13.3%
CLF vs AGI
+213.9%
-227.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.3% |
| 7D | +7.6% | +0.6% | +7.0% | +7.3% |
| 30D | -1.2% | +18.2% | -19.4% | -6.0% |
| 3M | -13.4% | -4.1% | -9.2% | -13.0% |
| 6M | +15.4% | -28.7% | +44.1% | +24.4% |
| YTD | -5.9% | -4.0% | -1.9% | -6.5% |
| 1Y | +18.8% | +17.4% | +1.4% | +13.2% |
| All | -13.3% | +213.9% | -227.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling