+4.0%
CLF vs AUR
+10.3%
-6.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.5% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | -4.7% | -8.9% | +4.2% | -3.0% |
| 3M | -4.7% | +4.6% | -9.3% | -8.0% |
| 6M | +24.0% | +44.9% | -20.8% | +6.1% |
| YTD | -10.9% | +64.8% | -75.8% | -30.7% |
| 1Y | +4.0% | +16.4% | -12.3% | +3.4% |
| All | +4.0% | +10.3% | -6.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling