-14.2%
CLF vs AZO
+11.4%
-25.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -3.2% | -5.1% | +1.9% | -2.9% |
| 3M | -5.0% | -7.2% | +2.3% | -4.5% |
| 6M | +26.6% | -20.7% | +47.3% | +29.7% |
| YTD | -9.0% | -14.2% | +5.2% | -7.5% |
| 1Y | +11.8% | -32.2% | +44.0% | +17.7% |
| All | -14.2% | +11.4% | -25.6% | -23.8% |
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