+233.0%
BAC vs CLF
+83.8%
+149.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.9% | +2.3% | -4.2% | -2.5% |
| 30D | -7.2% | +1.9% | -9.1% | -8.5% |
| 3M | -20.4% | +5.9% | -26.3% | -22.6% |
| 6M | +1.3% | +16.9% | -15.6% | -5.2% |
| YTD | -6.4% | -1.1% | -5.3% | -10.6% |
| 1Y | -3.5% | +28.8% | -32.3% | -13.6% |
| 3Y | +96.7% | -20.6% | +117.3% | +81.5% |
| 5Y | +20.6% | -41.5% | +62.1% | +13.3% |
| 10Y | +233.0% | +87.5% | +145.5% | +84.9% |
| All | +233.0% | +83.8% | +149.2% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling