-23.4%
CLF vs AZO
+20.6%
-44.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +10.4% | +1.3% | +9.0% | +10.4% |
| 30D | +0.6% | +12.0% | -11.4% | +0.3% |
| 3M | +4.1% | +7.2% | -3.1% | +4.1% |
| 6M | +15.1% | -3.2% | +18.3% | +16.0% |
| YTD | -4.7% | -3.9% | -0.9% | -3.6% |
| 1Y | +20.4% | -14.7% | +35.0% | +23.0% |
| 3Y | -23.4% | +20.4% | -43.8% | -29.9% |
| All | -23.4% | +20.6% | -44.0% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling