-41.4%
CLF vs APA
+90.7%
-132.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | +16.0% | +9.6% | +6.4% | +12.1% |
| 30D | +1.6% | -0.2% | +1.9% | +1.8% |
| 3M | +6.7% | +19.8% | -13.1% | -0.6% |
| 6M | +21.1% | +30.1% | -8.9% | +7.5% |
| YTD | -1.6% | +100.4% | -102.0% | -29.6% |
| 1Y | +18.5% | +105.2% | -86.7% | -16.6% |
| 3Y | -21.0% | +44.6% | -65.6% | -39.9% |
| 5Y | -41.4% | +88.8% | -130.2% | -60.1% |
| All | -41.4% | +90.7% | -132.1% | -60.1% |
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