+80.1%
CLF vs APTV
-26.1%
+106.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.2% | +5.8% | +6.3% |
| 7D | -14.1% | -9.8% | -4.3% | -9.2% |
| 30D | -5.5% | -8.9% | +3.3% | -1.1% |
| 3M | 0.0% | -19.5% | +19.5% | +12.2% |
| 6M | +11.3% | -31.1% | +42.4% | +32.4% |
| YTD | -7.7% | -47.5% | +39.9% | +26.5% |
| 1Y | +17.5% | -52.3% | +69.8% | +70.4% |
| 3Y | -25.4% | -45.2% | +19.8% | -6.1% |
| 5Y | -46.0% | -76.9% | +30.9% | +11.8% |
| 10Y | +80.1% | -25.1% | +105.2% | +83.7% |
| All | +80.1% | -26.1% | +106.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling