-17.5%
CLF vs CAG
-36.5%
+19.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | +7.6% | -3.8% | +11.4% | +7.3% |
| 30D | -1.2% | +3.1% | -4.3% | -1.0% |
| 3M | -13.4% | +23.5% | -36.9% | -12.7% |
| 6M | +15.4% | -14.8% | +30.3% | +16.4% |
| YTD | -5.9% | -5.4% | -0.4% | -5.1% |
| 1Y | +18.8% | -11.8% | +30.6% | +19.5% |
| All | -17.5% | -36.5% | +19.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling