+583.5%
CLF vs AGI
+4,543.9%
-3,960.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.3% | +10.2% | +6.1% |
| 7D | -9.1% | +13.9% | -23.0% | -12.2% |
| 30D | -0.9% | -6.2% | +5.3% | -0.3% |
| 3M | +3.0% | -6.9% | +9.9% | +3.5% |
| 6M | +16.7% | -28.7% | +45.4% | +24.1% |
| YTD | -3.2% | -19.8% | +16.6% | -1.0% |
| 1Y | +24.6% | -4.8% | +29.4% | +22.6% |
| 3Y | -22.3% | +144.3% | -166.6% | -39.5% |
| 5Y | -41.2% | +277.2% | -318.4% | -59.1% |
| 10Y | +83.5% | +365.9% | -282.3% | +5.1% |
| All | +583.5% | +4,543.9% | -3,960.5% | +194.9% |
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