-48.2%
CLF vs AUR
-34.3%
-13.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.7% | +11.1% | -13.8% | -4.5% |
| 30D | -3.2% | -6.9% | +3.7% | -2.3% |
| 3M | -5.0% | +5.5% | -10.5% | -6.9% |
| 6M | +26.6% | +41.0% | -14.4% | +17.0% |
| YTD | -9.0% | +69.3% | -78.2% | -19.0% |
| 1Y | +11.8% | +14.0% | -2.2% | +6.3% |
| 3Y | -15.1% | +90.1% | -105.2% | -31.3% |
| 5Y | -48.2% | -34.4% | -13.8% | -61.9% |
| All | -48.2% | -34.3% | -13.9% | -61.9% |
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