+116.3%
CLF vs CAG
-36.5%
+152.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +6.5% | -5.3% | +11.8% | +7.6% |
| 30D | +0.2% | +1.0% | -0.7% | -0.1% |
| 3M | -3.1% | +17.4% | -20.4% | -6.5% |
| 6M | +25.0% | -16.8% | +41.8% | +29.3% |
| YTD | -7.5% | -6.8% | -0.7% | -6.7% |
| 1Y | +11.5% | -15.4% | +26.9% | +14.4% |
| 3Y | -13.7% | -37.1% | +23.4% | -7.1% |
| 5Y | -47.0% | -41.3% | -5.7% | -42.0% |
| 10Y | +116.3% | -35.5% | +151.8% | +126.9% |
| All | +116.3% | -36.5% | +152.8% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling