-38.6%
CLF vs AS
+120.4%
-159.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.7% |
| 7D | +7.6% | -4.9% | +12.5% | +9.1% |
| 30D | -1.2% | -19.6% | +18.4% | +5.4% |
| 3M | -13.4% | -14.4% | +1.0% | -9.7% |
| 6M | +15.4% | -20.1% | +35.5% | +22.6% |
| YTD | -5.9% | -20.9% | +15.1% | -0.3% |
| 1Y | +18.8% | -21.9% | +40.7% | +25.7% |
| All | -38.6% | +120.4% | -159.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling