+120.3%
CLF vs AZO
+297.5%
-177.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -3.7% | -2.9% | -0.7% | -2.4% |
| 30D | -4.7% | -5.3% | +0.6% | -2.6% |
| 3M | -4.7% | -7.3% | +2.7% | -2.5% |
| 6M | +24.0% | -22.7% | +46.7% | +36.5% |
| YTD | -10.9% | -15.0% | +4.1% | -6.5% |
| 1Y | +4.0% | -32.2% | +36.3% | +20.3% |
| 3Y | -16.9% | +10.0% | -26.9% | -26.9% |
| 5Y | -49.3% | +85.8% | -135.1% | -67.5% |
| All | +120.3% | +297.5% | -177.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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