-46.0%
CLF vs AGI
+318.8%
-364.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.2% |
| 7D | -14.1% | +17.4% | -31.5% | -18.8% |
| 30D | -5.5% | -0.9% | -4.6% | -6.0% |
| 3M | 0.0% | -1.6% | +1.6% | -0.7% |
| 6M | +11.3% | -24.7% | +36.0% | +19.9% |
| YTD | -7.7% | -15.3% | +7.6% | -6.3% |
| 1Y | +17.5% | +5.5% | +12.1% | +10.6% |
| 3Y | -25.4% | +154.5% | -179.9% | -50.7% |
| 5Y | -46.0% | +310.6% | -356.6% | -71.5% |
| All | -46.0% | +318.8% | -364.7% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling