+20.2%
CLF vs CAG
-6.8%
+27.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.0% | -15.2% | -8.1% |
| 7D | -7.9% | +9.7% | -17.6% | -6.2% |
| 30D | +5.2% | +15.8% | -10.5% | +7.0% |
| 3M | +4.3% | +1.8% | +2.5% | +6.1% |
| 6M | +25.3% | +11.5% | +13.8% | +27.3% |
| YTD | -3.3% | -6.7% | +3.4% | +0.6% |
| 1Y | +20.2% | -5.6% | +25.9% | +23.8% |
| All | +20.2% | -6.8% | +27.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling