+336.3%
CLF vs ATI
+915.7%
-579.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -1.1% |
| 7D | -19.6% | +6.2% | -25.7% | -22.5% |
| 30D | -5.0% | -7.1% | +2.1% | -0.9% |
| 3M | -6.3% | -21.3% | +15.0% | +8.1% |
| 6M | +2.8% | +6.5% | -3.7% | -3.2% |
| YTD | -13.7% | +53.2% | -66.9% | -36.8% |
| 1Y | +13.6% | +82.7% | -69.1% | -25.6% |
| 3Y | -34.0% | +314.3% | -348.3% | -76.9% |
| 5Y | -48.7% | +890.9% | -939.7% | -90.3% |
| 10Y | +113.4% | +1,142.3% | -1,028.9% | -72.3% |
| All | +336.3% | +915.7% | -579.5% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling