-41.1%
CLF vs AU
+416.9%
-458.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.7% |
| 7D | +2.3% | +4.7% | -2.3% | +0.9% |
| 30D | +1.9% | -1.5% | +3.5% | +1.8% |
| 3M | +5.9% | -5.0% | +10.9% | +6.1% |
| 6M | +16.9% | -13.5% | +30.4% | +19.4% |
| YTD | -1.1% | +11.7% | -12.8% | -7.1% |
| 1Y | +28.8% | +21.3% | +7.5% | +18.4% |
| 3Y | -20.6% | +545.0% | -565.6% | -55.6% |
| All | -41.1% | +416.9% | -458.0% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling