+20.2%
CLF vs APA
+107.6%
-87.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.9% | -2.3% | -9.3% |
| 7D | -7.9% | -13.0% | +5.1% | -8.3% |
| 30D | +5.2% | +2.0% | +3.3% | +6.0% |
| 3M | +4.3% | +24.9% | -20.6% | +7.2% |
| 6M | +25.3% | +7.2% | +18.1% | +27.8% |
| YTD | -3.3% | +87.1% | -90.4% | -11.1% |
| 1Y | +20.2% | +107.2% | -86.9% | +15.9% |
| All | +20.2% | +107.6% | -87.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling