-38.9%
CLF vs AUR
-57.9%
+19.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.7% |
| 7D | +10.4% | -4.5% | +14.9% | +11.3% |
| 30D | +0.6% | -16.6% | +17.2% | +3.3% |
| 3M | +4.1% | -38.5% | +42.6% | +12.3% |
| 6M | +15.1% | -49.9% | +65.0% | +27.6% |
| YTD | -4.7% | +9.6% | -14.4% | -9.1% |
| 1Y | +20.4% | +1.2% | +19.2% | +16.2% |
| 3Y | -23.4% | +128.8% | -152.2% | -38.4% |
| 5Y | -43.3% | -57.9% | +14.6% | -54.2% |
| All | -38.9% | -57.9% | +19.0% | -53.5% |
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