+564.3%
CLF vs AGI
+5,459.2%
-4,894.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | +7.6% | +0.6% | +7.0% | +7.4% |
| 30D | -1.2% | +18.2% | -19.4% | -5.2% |
| 3M | -13.4% | -4.1% | -9.2% | -13.1% |
| 6M | +15.4% | -28.7% | +44.1% | +23.4% |
| YTD | -5.9% | -4.0% | -1.9% | -6.8% |
| 1Y | +18.8% | +17.4% | +1.4% | +12.6% |
| 3Y | -19.4% | +203.0% | -222.4% | -39.9% |
| 5Y | -47.7% | +376.7% | -424.4% | -65.3% |
| 10Y | +130.4% | +407.5% | -277.1% | +30.2% |
| All | +564.3% | +5,459.2% | -4,894.8% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling