-36.0%
CLF vs AHR
+394.2%
-430.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | +0.6% | +10.2% | -9.7% | +0.8% |
| 3M | +4.1% | +8.3% | -4.2% | +4.4% |
| 6M | +15.1% | +13.0% | +2.1% | +15.4% |
| YTD | -4.7% | +24.6% | -29.4% | -4.9% |
| 1Y | +20.4% | +22.2% | -1.9% | +20.3% |
| All | -36.0% | +394.2% | -430.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling