+99.7%
CLF vs BAH
+220.7%
-121.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +3.1% |
| 7D | -19.6% | -3.5% | -16.0% | -18.8% |
| 30D | -5.0% | +24.3% | -29.2% | -12.3% |
| 3M | -6.3% | +16.3% | -22.6% | -12.0% |
| 6M | +2.8% | +13.6% | -10.8% | -3.4% |
| YTD | -13.7% | +3.5% | -17.2% | -17.7% |
| 1Y | +13.6% | +2.7% | +10.9% | +8.2% |
| 3Y | -34.0% | -26.6% | -7.4% | -32.4% |
| 5Y | -48.7% | +8.5% | -57.3% | -57.5% |
| All | +99.7% | +220.7% | -121.0% | -11.5% |
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