-47.8%
CLF vs CAG
-40.1%
-7.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +7.6% | -3.8% | +11.4% | +7.9% |
| 30D | -1.2% | +3.1% | -4.3% | -1.6% |
| 3M | -13.4% | +23.5% | -36.9% | -15.6% |
| 6M | +15.4% | -14.8% | +30.3% | +18.5% |
| YTD | -5.9% | -5.4% | -0.4% | -5.0% |
| 1Y | +18.8% | -11.8% | +30.6% | +20.9% |
| 3Y | -19.4% | -36.7% | +17.3% | -15.0% |
| All | -47.8% | -40.1% | -7.7% | -44.3% |
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 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