-48.2%
CLF vs AZO
+86.8%
-135.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -3.2% | -5.1% | +1.9% | -2.1% |
| 3M | -5.0% | -7.2% | +2.3% | -3.7% |
| 6M | +26.6% | -20.7% | +47.3% | +33.5% |
| YTD | -9.0% | -14.2% | +5.2% | -6.4% |
| 1Y | +11.8% | -32.2% | +44.0% | +23.2% |
| 3Y | -15.1% | +11.1% | -26.2% | -24.6% |
| All | -48.2% | +86.8% | -135.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling