+18.8%
CLF vs BAH
-28.2%
+47.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +7.6% | -3.2% | +10.8% | +7.8% |
| 30D | -1.2% | +2.0% | -3.2% | -1.6% |
| 3M | -13.4% | -7.6% | -5.7% | -13.7% |
| 6M | +15.4% | -5.7% | +21.1% | +14.5% |
| YTD | -5.9% | -11.7% | +5.9% | -4.5% |
| 1Y | +18.8% | -27.4% | +46.2% | +25.0% |
| All | +18.8% | -28.2% | +47.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling