+116.3%
CLF vs ATI
+1,051.1%
-934.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.8% |
| 7D | +6.5% | +3.2% | +3.3% | +4.6% |
| 30D | +0.2% | -9.0% | +9.3% | +5.9% |
| 3M | -3.1% | +15.1% | -18.2% | -11.2% |
| 6M | +25.0% | +38.1% | -13.1% | +2.0% |
| YTD | -7.5% | +80.7% | -88.1% | -35.7% |
| 1Y | +11.5% | +167.5% | -156.0% | -38.8% |
| 3Y | -13.7% | +366.0% | -379.7% | -68.4% |
| 5Y | -47.0% | +1,088.8% | -1,135.7% | -89.5% |
| 10Y | +116.3% | +1,055.0% | -938.7% | -62.9% |
| All | +116.3% | +1,051.1% | -934.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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