-78.1%
CLF vs BAH
+886.2%
-964.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | +7.6% | -3.2% | +10.8% | +8.9% |
| 30D | -1.2% | +2.0% | -3.2% | -2.4% |
| 3M | -13.4% | -7.6% | -5.7% | -11.3% |
| 6M | +15.4% | -5.7% | +21.1% | +15.5% |
| YTD | -5.9% | -11.7% | +5.9% | -4.3% |
| 1Y | +18.8% | -27.4% | +46.2% | +30.3% |
| 3Y | -19.4% | -32.5% | +13.1% | -14.2% |
| 5Y | -47.7% | -3.3% | -44.4% | -54.2% |
| 10Y | +130.4% | +186.0% | -55.6% | +12.7% |
| All | -78.1% | +886.2% | -964.3% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling