-41.8%
CLF vs CAG
-41.0%
-0.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.2% |
| 7D | +10.4% | -3.3% | +13.7% | +10.4% |
| 30D | +0.6% | +7.7% | -7.1% | -0.1% |
| 3M | +4.1% | -3.2% | +7.3% | +4.5% |
| 6M | +15.1% | +7.0% | +8.1% | +14.1% |
| YTD | -4.7% | -9.0% | +4.2% | -3.4% |
| 1Y | +20.4% | -9.6% | +30.0% | +22.2% |
| 3Y | -23.4% | -36.0% | +12.6% | -20.1% |
| All | -41.8% | -41.0% | -0.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling