-78.2%
CLF vs APTV
+194.6%
-272.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | 0.0% |
| 7D | +7.6% | +4.8% | +2.8% | +4.6% |
| 30D | -1.2% | +2.0% | -3.2% | -2.6% |
| 3M | -13.4% | -34.2% | +20.9% | +7.6% |
| 6M | +15.4% | -34.7% | +50.1% | +41.7% |
| YTD | -5.9% | -37.0% | +31.1% | +16.7% |
| 1Y | +18.8% | -40.4% | +59.2% | +51.8% |
| 3Y | -19.4% | -54.1% | +34.7% | +14.5% |
| 5Y | -47.7% | -68.0% | +20.3% | -12.5% |
| 10Y | +130.4% | -15.5% | +145.9% | +104.9% |
| All | -78.2% | +194.6% | -272.7% | -93.4% |
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