+120.3%
CLF vs AU
+694.8%
-574.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.4% |
| 7D | -3.7% | -7.0% | +3.3% | -2.5% |
| 30D | -4.7% | +7.3% | -12.0% | -6.2% |
| 3M | -4.7% | +33.2% | -37.9% | -9.9% |
| 6M | +24.0% | -0.6% | +24.6% | +22.8% |
| YTD | -10.9% | +26.2% | -37.1% | -15.4% |
| 1Y | +4.0% | +68.3% | -64.2% | -5.2% |
| 3Y | -16.9% | +592.1% | -609.0% | -39.7% |
| 5Y | -49.3% | +685.3% | -734.6% | -64.1% |
| All | +120.3% | +694.8% | -574.5% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling