+696.9%
CLF vs APA
+815.8%
-118.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +3.2% |
| 7D | +7.6% | +0.5% | +7.0% | +7.2% |
| 30D | -1.2% | +23.4% | -24.6% | -10.9% |
| 3M | -13.4% | +12.7% | -26.1% | -19.6% |
| 6M | +15.4% | +39.4% | -24.0% | -6.2% |
| YTD | -5.9% | +79.0% | -84.8% | -32.0% |
| 1Y | +18.8% | +88.8% | -70.0% | -18.1% |
| 3Y | -19.4% | +6.4% | -25.8% | -30.2% |
| 5Y | -47.7% | +153.0% | -200.7% | -72.3% |
| 10Y | +130.4% | +7.5% | +122.8% | +22.9% |
| All | +696.9% | +815.8% | -118.9% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling