+681.6%
CLF vs CAG
+604.3%
+77.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.9% |
| 7D | -14.1% | +4.6% | -18.7% | -15.5% |
| 30D | -5.5% | +14.7% | -20.2% | -10.1% |
| 3M | 0.0% | +2.4% | -2.4% | -1.9% |
| 6M | +11.3% | +10.7% | +0.5% | +5.8% |
| YTD | -7.7% | -5.5% | -2.2% | -8.3% |
| 1Y | +17.5% | -4.6% | +22.1% | +16.2% |
| 3Y | -25.4% | -34.4% | +9.0% | -19.3% |
| 5Y | -46.0% | -39.2% | -6.8% | -40.5% |
| 10Y | +80.1% | -39.0% | +119.0% | +87.6% |
| All | +681.6% | +604.3% | +77.3% | +381.9% |
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