+399.1%
BAC vs CLF
+127.2%
+271.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +1.1% | +7.6% | -6.5% | -0.6% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +16.9% | -13.4% | +30.3% | +19.1% |
| 6M | +26.6% | +15.4% | +11.2% | +19.8% |
| YTD | +15.8% | -5.9% | +21.7% | +13.3% |
| 1Y | +27.2% | +18.8% | +8.3% | +15.0% |
| 3Y | +132.4% | -19.4% | +151.8% | +115.5% |
| 5Y | +72.6% | -47.7% | +120.3% | +67.8% |
| All | +399.1% | +127.2% | +271.9% | +177.7% |
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