+99.7%
CLF vs AR
+44.3%
+55.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -19.6% | -14.3% | -5.3% | -15.5% |
| 30D | -5.0% | +1.4% | -6.4% | -5.4% |
| 3M | -6.3% | +3.4% | -9.7% | -7.6% |
| 6M | +2.8% | -2.1% | +4.8% | +2.1% |
| YTD | -13.7% | +4.7% | -18.4% | -17.3% |
| 1Y | +13.6% | +10.6% | +3.0% | +6.5% |
| 3Y | -34.0% | +24.6% | -58.6% | -42.6% |
| 5Y | -48.7% | +71.9% | -120.6% | -62.2% |
| All | +99.7% | +44.3% | +55.4% | +61.5% |
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