+116.3%
CLF vs APTV
-19.3%
+135.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | +1.0% |
| 7D | +6.5% | +2.0% | +4.5% | +5.2% |
| 30D | +0.2% | -7.7% | +8.0% | +4.7% |
| 3M | -3.1% | -34.0% | +30.9% | +20.0% |
| 6M | +25.0% | -37.1% | +62.1% | +56.9% |
| YTD | -7.5% | -39.9% | +32.4% | +17.9% |
| 1Y | +11.5% | -44.4% | +56.0% | +48.6% |
| 3Y | -13.7% | -54.5% | +40.8% | +23.1% |
| 5Y | -47.0% | -69.1% | +22.1% | -9.0% |
| 10Y | +116.3% | -20.0% | +136.3% | +122.6% |
| All | +116.3% | -19.3% | +135.6% | +122.6% |
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