-39.8%
CLF vs AR
-32.8%
-7.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -11.3% |
| 7D | -21.0% | -11.7% | -9.3% | -17.3% |
| 30D | -8.0% | +1.8% | -9.8% | -8.6% |
| 3M | -10.9% | +6.0% | -16.9% | -13.0% |
| 6M | +5.8% | -7.0% | +12.8% | +6.8% |
| YTD | -15.1% | +5.6% | -20.7% | -19.4% |
| 1Y | +7.2% | +10.8% | -3.6% | -0.4% |
| 3Y | -34.2% | +19.3% | -53.5% | -43.1% |
| 5Y | -49.6% | +73.3% | -122.9% | -64.8% |
| 10Y | +109.9% | +47.6% | +62.3% | +58.8% |
| All | -39.8% | -32.8% | -7.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling