-51.4%
CLF vs CAG
-39.4%
-12.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | -19.6% | +5.8% | -25.4% | -19.7% |
| 30D | -5.0% | +16.4% | -21.3% | -6.0% |
| 3M | -6.3% | +3.8% | -10.1% | -6.4% |
| 6M | +2.8% | +10.8% | -8.0% | +1.8% |
| YTD | -13.7% | -5.8% | -7.9% | -12.5% |
| 1Y | +13.6% | -2.4% | +16.0% | +14.5% |
| 3Y | -34.0% | -33.4% | -0.6% | -31.4% |
| All | -51.4% | -39.4% | -12.0% | -47.5% |
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