-36.9%
CLF vs AS
+139.2%
-176.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.1% | -14.3% | -10.7% |
| 7D | -7.9% | +13.8% | -21.7% | -11.5% |
| 30D | +5.2% | +16.7% | -11.4% | +0.2% |
| 3M | +4.3% | -11.5% | +15.8% | +7.7% |
| 6M | +25.3% | -5.5% | +30.8% | +26.2% |
| YTD | -3.3% | -14.2% | +10.9% | -0.4% |
| 1Y | +20.2% | +2.1% | +18.2% | +17.5% |
| All | -36.9% | +139.2% | -176.1% | -48.5% |
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