-39.6%
CLF vs AUR
-36.6%
-3.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +8.7% | -1.2% | +6.0% |
| 30D | -1.2% | -5.2% | +4.0% | -0.5% |
| 3M | -13.4% | -7.3% | -6.1% | -13.1% |
| 6M | +15.4% | +41.2% | -25.8% | +6.7% |
| YTD | -5.9% | +65.1% | -71.0% | -15.9% |
| 1Y | +18.8% | +13.4% | +5.4% | +13.2% |
| 3Y | -19.4% | +98.1% | -117.5% | -35.2% |
| 5Y | -47.7% | -36.0% | -11.7% | -60.6% |
| All | -39.6% | -36.6% | -3.0% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling