-80.0%
CLF vs APTV
+142.3%
-222.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.1% | +3.6% |
| 7D | -19.6% | -10.2% | -9.4% | -14.8% |
| 30D | -5.0% | -10.8% | +5.8% | +0.6% |
| 3M | -6.3% | -14.8% | +8.5% | +1.5% |
| 6M | +2.8% | -30.6% | +33.3% | +21.5% |
| YTD | -13.7% | -48.2% | +34.5% | +18.6% |
| 1Y | +13.6% | -52.0% | +65.5% | +63.2% |
| 3Y | -34.0% | -47.0% | +13.0% | -15.2% |
| 5Y | -48.7% | -77.5% | +28.7% | +5.6% |
| 10Y | +113.4% | -27.0% | +140.4% | +104.2% |
| All | -80.0% | +142.3% | -222.3% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling