+696.9%
CLF vs CAG
+604.9%
+92.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | -3.8% | +11.4% | +8.8% |
| 30D | -1.2% | +3.1% | -4.3% | -2.3% |
| 3M | -13.4% | +23.5% | -36.9% | -19.4% |
| 6M | +15.4% | -14.8% | +30.3% | +19.7% |
| YTD | -5.9% | -5.4% | -0.4% | -5.7% |
| 1Y | +18.8% | -11.8% | +30.6% | +21.0% |
| 3Y | -19.4% | -36.7% | +17.3% | -11.0% |
| 5Y | -47.7% | -40.3% | -7.5% | -41.6% |
| 10Y | +130.4% | -37.0% | +167.4% | +139.1% |
| All | +696.9% | +604.9% | +92.0% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling