-79.9%
CLF vs BAH
+1,056.2%
-1,136.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +3.4% |
| 7D | -19.6% | -3.5% | -16.0% | -18.6% |
| 30D | -5.0% | +24.3% | -29.2% | -13.5% |
| 3M | -6.3% | +16.3% | -22.6% | -12.9% |
| 6M | +2.8% | +13.6% | -10.8% | -4.4% |
| YTD | -13.7% | +3.5% | -17.2% | -18.4% |
| 1Y | +13.6% | +2.7% | +10.9% | +7.2% |
| 3Y | -34.0% | -26.6% | -7.4% | -32.1% |
| 5Y | -48.7% | +8.5% | -57.3% | -57.2% |
| 10Y | +113.4% | +225.1% | -111.6% | -1.4% |
| All | -79.9% | +1,056.2% | -1,136.1% | -95.8% |
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