-41.5%
CLF vs BAH
+8.7%
-50.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +1.9% | +18.0% | -16.1% | -2.6% |
| 3M | +5.9% | +11.4% | -5.5% | +2.4% |
| 6M | +16.9% | +17.7% | -0.8% | +10.7% |
| YTD | -1.1% | +5.4% | -6.4% | -4.6% |
| 1Y | +28.8% | +2.8% | +26.1% | +24.8% |
| 3Y | -20.6% | -26.7% | +6.0% | -20.3% |
| 5Y | -41.5% | +8.1% | -49.6% | -56.5% |
| All | -41.5% | +8.7% | -50.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling