+18.8%
CLF vs AU
+100.5%
-81.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.6% |
| 7D | +7.6% | -3.6% | +11.2% | +8.9% |
| 30D | -1.2% | +23.9% | -25.1% | -10.1% |
| 3M | -13.4% | +19.1% | -32.5% | -20.4% |
| 6M | +15.4% | -0.2% | +15.6% | +12.9% |
| YTD | -5.9% | +32.5% | -38.3% | -22.1% |
| 1Y | +18.8% | +96.9% | -78.1% | -17.6% |
| All | +18.8% | +100.5% | -81.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling