+199.7%
CLF vs AU
+607.0%
-407.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +10.4% | -7.2% | +17.6% | +12.8% |
| 30D | +0.6% | -2.9% | +3.4% | +0.6% |
| 3M | +4.1% | -8.7% | +12.8% | +5.5% |
| 6M | +15.1% | -14.1% | +29.2% | +18.1% |
| YTD | -4.7% | +4.8% | -9.5% | -9.9% |
| 1Y | +20.4% | +11.9% | +8.5% | +11.4% |
| 3Y | -23.4% | +513.8% | -537.2% | -61.5% |
| 5Y | -43.3% | +379.3% | -422.5% | -70.7% |
| 10Y | +80.5% | +837.1% | -756.5% | -43.8% |
| All | +199.7% | +607.0% | -407.2% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling