-13.7%
CLF vs AU
+624.5%
-638.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.4% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | +0.2% | +12.8% | -12.5% | -3.2% |
| 3M | -3.1% | +28.5% | -31.5% | -9.8% |
| 6M | +25.0% | +4.8% | +20.2% | +21.5% |
| YTD | -7.5% | +31.0% | -38.4% | -14.7% |
| 1Y | +11.5% | +81.4% | -69.9% | -2.5% |
| 3Y | -13.7% | +618.4% | -632.1% | -37.6% |
| All | -13.7% | +624.5% | -638.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling