+237.7%
BAC vs CLF
+82.3%
+155.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.8% |
| 7D | +2.1% | -9.1% | +11.1% | +3.8% |
| 30D | -6.7% | -0.9% | -5.8% | -7.4% |
| 3M | -20.2% | +3.0% | -23.2% | -22.0% |
| 6M | -0.2% | +16.7% | -16.9% | -6.6% |
| YTD | -6.4% | -3.2% | -3.2% | -10.2% |
| 1Y | -3.1% | +24.6% | -27.7% | -12.6% |
| 3Y | +96.7% | -22.3% | +119.0% | +82.4% |
| 5Y | +21.3% | -41.2% | +62.5% | +13.6% |
| 10Y | +237.7% | +83.5% | +154.2% | +89.6% |
| All | +237.7% | +82.3% | +155.4% | +89.6% |
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