+4.0%
CLF vs AU
+73.4%
-69.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.6% |
| 7D | -3.7% | -7.0% | +3.3% | -1.2% |
| 30D | -4.7% | +7.3% | -12.0% | -8.0% |
| 3M | -4.7% | +33.2% | -37.9% | -16.5% |
| 6M | +24.0% | -0.6% | +24.6% | +21.3% |
| YTD | -10.9% | +26.2% | -37.1% | -24.7% |
| 1Y | +4.0% | +68.3% | -64.2% | -23.3% |
| All | +4.0% | +73.4% | -69.3% | -23.3% |
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