-72.2%
CLF vs AMCR
+106.4%
-178.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +7.6% | -1.9% | +9.4% | +8.7% |
| 30D | -1.2% | -4.1% | +2.9% | +0.7% |
| 3M | -13.4% | +21.7% | -35.1% | -22.0% |
| 6M | +15.4% | +1.5% | +13.9% | +13.7% |
| YTD | -5.9% | +13.1% | -19.0% | -12.3% |
| 1Y | +18.8% | +16.5% | +2.3% | +9.0% |
| 3Y | -19.4% | +10.3% | -29.7% | -24.7% |
| 5Y | -47.7% | -7.7% | -40.1% | -46.4% |
| 10Y | +130.4% | +24.6% | +105.7% | +103.8% |
| All | -72.2% | +106.4% | -178.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling