-42.9%
CLF vs AUR
-36.7%
-6.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.7% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | -4.7% | -8.9% | +4.2% | -3.4% |
| 3M | -4.7% | +4.6% | -9.3% | -6.5% |
| 6M | +24.0% | +44.9% | -20.8% | +14.2% |
| YTD | -10.9% | +64.8% | -75.8% | -20.4% |
| 1Y | +4.0% | +16.4% | -12.3% | -1.3% |
| 3Y | -16.9% | +85.1% | -102.0% | -32.4% |
| 5Y | -49.3% | -36.1% | -13.2% | -61.7% |
| All | -42.9% | -36.7% | -6.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling