+83.5%
CLF vs AR
+52.4%
+31.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +4.3% | +7.9% | +10.9% |
| 7D | -9.1% | -5.8% | -3.3% | -7.1% |
| 30D | -0.9% | +4.8% | -5.7% | -2.2% |
| 3M | +3.0% | +1.5% | +1.5% | +2.3% |
| 6M | +16.7% | +4.7% | +12.0% | +13.7% |
| YTD | -3.2% | +9.2% | -12.4% | -8.3% |
| 1Y | +24.6% | +11.2% | +13.4% | +16.8% |
| 3Y | -22.3% | +46.2% | -68.5% | -35.7% |
| 5Y | -41.2% | +98.1% | -139.3% | -58.4% |
| 10Y | +83.5% | +54.5% | +29.0% | +43.8% |
| All | +83.5% | +52.4% | +31.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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