+116.3%
CLF vs AME
+421.6%
-305.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | +2.8% | +3.7% | +3.6% |
| 30D | +0.2% | -6.3% | +6.5% | +7.1% |
| 3M | -3.1% | +5.4% | -8.5% | -7.8% |
| 6M | +25.0% | +7.4% | +17.6% | +16.3% |
| YTD | -7.5% | +16.2% | -23.6% | -20.3% |
| 1Y | +11.5% | +26.8% | -15.3% | -13.4% |
| 3Y | -13.7% | +57.5% | -71.2% | -48.0% |
| 5Y | -47.0% | +84.8% | -131.8% | -73.0% |
| 10Y | +116.3% | +424.3% | -308.0% | -67.6% |
| All | +116.3% | +421.6% | -305.3% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling