+11.5%
CLF vs CAG
-15.1%
+26.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.8% |
| 7D | +6.5% | -5.3% | +11.8% | +5.9% |
| 30D | +0.2% | +1.0% | -0.7% | +0.4% |
| 3M | -3.1% | +17.4% | -20.4% | -1.9% |
| 6M | +25.0% | -16.8% | +41.8% | +28.2% |
| YTD | -7.5% | -6.8% | -0.7% | -5.8% |
| 1Y | +11.5% | -15.4% | +26.9% | +10.3% |
| All | +11.5% | -15.1% | +26.6% | +10.3% |
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