+1,072.4%
BAC vs CLF
+633.9%
+438.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.2% | +8.6% | -0.8% |
| 7D | -2.7% | -21.0% | +18.3% | +2.4% |
| 30D | -8.0% | -8.0% | 0.0% | -7.2% |
| 3M | -20.9% | -10.9% | -10.0% | -20.1% |
| 6M | -5.4% | +5.8% | -11.2% | -9.7% |
| YTD | -8.1% | -15.1% | +7.1% | -9.3% |
| 1Y | -3.1% | +7.2% | -10.3% | -9.8% |
| 3Y | +88.1% | -34.2% | +122.3% | +80.2% |
| 5Y | +19.7% | -49.6% | +69.3% | +15.6% |
| 10Y | +275.9% | +109.9% | +166.0% | +114.4% |
| All | +1,072.4% | +633.9% | +438.5% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling