-41.1%
CLF vs AUR
-54.0%
+12.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | +2.3% | +12.7% | -10.4% | +0.2% |
| 30D | +1.9% | -18.7% | +20.7% | +5.2% |
| 3M | +5.9% | -33.8% | +39.7% | +12.8% |
| 6M | +16.9% | -36.6% | +53.5% | +24.2% |
| YTD | -1.1% | +19.8% | -20.8% | -7.0% |
| 1Y | +28.8% | +8.0% | +20.8% | +23.0% |
| 3Y | -20.6% | +153.4% | -174.0% | -37.2% |
| All | -41.1% | -54.0% | +12.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling