+196.2%
CLF vs AU
+793.6%
-597.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.5% |
| 7D | +7.6% | -3.6% | +11.2% | +8.7% |
| 30D | -1.2% | +23.9% | -25.1% | -8.5% |
| 3M | -13.4% | +19.1% | -32.5% | -19.2% |
| 6M | +15.4% | -0.2% | +15.6% | +13.1% |
| YTD | -5.9% | +32.5% | -38.3% | -16.7% |
| 1Y | +18.8% | +96.9% | -78.1% | -7.4% |
| 3Y | -19.4% | +614.7% | -634.1% | -61.5% |
| 5Y | -47.7% | +647.7% | -695.4% | -76.5% |
| 10Y | +130.4% | +679.2% | -548.8% | -21.5% |
| All | +196.2% | +793.6% | -597.4% | -3.3% |
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 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