+123.7%
CLF vs BAH
+185.0%
-61.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +7.6% | -3.2% | +10.8% | +8.7% |
| 30D | -1.2% | +2.0% | -3.2% | -2.3% |
| 3M | -13.4% | -7.6% | -5.7% | -11.5% |
| 6M | +15.4% | -5.7% | +21.1% | +15.5% |
| YTD | -5.9% | -11.7% | +5.9% | -4.4% |
| 1Y | +18.8% | -27.4% | +46.2% | +29.6% |
| 3Y | -19.4% | -32.5% | +13.1% | -15.4% |
| 5Y | -47.7% | -3.3% | -44.4% | -55.1% |
| All | +123.7% | +185.0% | -61.2% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling