+618.5%
CLF vs APA
+835.7%
-217.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -10.0% | -11.2% |
| 7D | -21.0% | -15.6% | -5.4% | -14.6% |
| 30D | -8.0% | -0.9% | -7.1% | -7.6% |
| 3M | -10.9% | +26.1% | -37.0% | -20.7% |
| 6M | +5.8% | +6.1% | -0.3% | -0.3% |
| YTD | -15.1% | +82.8% | -98.0% | -39.4% |
| 1Y | +7.2% | +106.5% | -99.2% | -28.5% |
| 3Y | -34.2% | +21.9% | -56.1% | -46.3% |
| 5Y | -49.6% | +69.7% | -119.3% | -67.6% |
| 10Y | +109.9% | 0.0% | +109.9% | +17.1% |
| All | +618.5% | +835.7% | -217.3% | +345.2% |
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