-51.4%
CLF vs APA
+71.7%
-123.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +0.7% |
| 7D | -19.6% | -15.5% | -4.1% | -14.4% |
| 30D | -5.0% | +2.4% | -7.4% | -5.7% |
| 3M | -6.3% | +22.8% | -29.1% | -13.7% |
| 6M | +2.8% | +17.9% | -15.2% | -5.4% |
| YTD | -13.7% | +87.7% | -101.4% | -36.9% |
| 1Y | +13.6% | +94.2% | -80.6% | -18.8% |
| 3Y | -34.0% | +27.2% | -61.2% | -47.3% |
| All | -51.4% | +71.7% | -123.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling