-47.0%
CLF vs AGI
+390.0%
-437.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +6.5% | +4.4% | +2.1% | +5.0% |
| 30D | +0.2% | +10.0% | -9.7% | -3.2% |
| 3M | -3.1% | +1.7% | -4.8% | -4.6% |
| 6M | +25.0% | -26.8% | +51.8% | +36.2% |
| YTD | -7.5% | -5.3% | -2.1% | -8.6% |
| 1Y | +11.5% | +11.5% | 0.0% | +4.6% |
| 3Y | -13.7% | +212.9% | -226.6% | -45.7% |
| 5Y | -47.0% | +388.8% | -435.8% | -72.2% |
| All | -47.0% | +390.0% | -437.0% | -72.2% |
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 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