-80.2%
CLF vs BAH
+1,110.0%
-1,190.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -12.7% |
| 7D | -21.0% | +6.0% | -27.0% | -22.9% |
| 30D | -8.0% | +31.1% | -39.1% | -17.9% |
| 3M | -10.9% | +25.2% | -36.1% | -19.5% |
| 6M | +5.8% | +18.9% | -13.1% | -3.3% |
| YTD | -15.1% | +8.3% | -23.4% | -21.1% |
| 1Y | +7.2% | +6.2% | +1.0% | +0.1% |
| 3Y | -34.2% | -22.8% | -11.4% | -33.6% |
| 5Y | -49.6% | +13.6% | -63.2% | -58.6% |
| 10Y | +109.9% | +240.2% | -130.3% | -4.6% |
| All | -80.2% | +1,110.0% | -1,190.3% | -96.0% |
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 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