-33.3%
CLF vs AR
-27.2%
-6.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | +2.5% | +5.1% | +6.6% |
| 30D | -1.2% | +14.8% | -16.0% | -6.1% |
| 3M | -13.4% | +6.2% | -19.6% | -16.0% |
| 6M | +15.4% | +4.3% | +11.1% | +11.2% |
| YTD | -5.9% | +14.4% | -20.2% | -13.0% |
| 1Y | +18.8% | +21.3% | -2.5% | +6.9% |
| 3Y | -19.4% | +39.8% | -59.2% | -34.2% |
| 5Y | -47.7% | +142.1% | -189.8% | -67.8% |
| 10Y | +130.4% | +52.0% | +78.3% | +73.4% |
| All | -33.3% | -27.2% | -6.0% | -31.1% |
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