+26.5%
BAC vs CLF
+20.0%
+6.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | +0.6% | +7.6% | -7.0% | 0.0% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | +16.3% | -13.4% | +29.7% | +17.4% |
| 6M | +26.0% | +15.4% | +10.5% | +23.1% |
| YTD | +15.2% | -5.9% | +21.1% | +13.6% |
| 1Y | +26.5% | +18.8% | +7.7% | +25.3% |
| All | +26.5% | +20.0% | +6.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling