+87.4%
BAC vs CLF
-33.4%
+120.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.2% | -19.6% | +18.4% | +1.3% |
| 30D | -7.7% | -5.0% | -2.7% | -7.6% |
| 3M | -21.2% | -6.3% | -14.9% | -21.2% |
| 6M | -6.8% | +2.8% | -9.6% | -8.8% |
| YTD | -8.7% | -13.7% | +5.0% | -9.5% |
| 1Y | -5.3% | +13.6% | -18.9% | -9.9% |
| 3Y | +87.4% | -34.0% | +121.4% | +76.0% |
| All | +87.4% | -33.4% | +120.9% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling