+20.2%
CLF vs BAX
+46.0%
-25.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.0% | -13.2% | -10.0% |
| 7D | -7.9% | +4.1% | -12.0% | -8.9% |
| 30D | +5.2% | +9.4% | -4.2% | +2.4% |
| 3M | +4.3% | -6.5% | +10.8% | +6.2% |
| 6M | +25.3% | +59.6% | -34.3% | +2.8% |
| YTD | -3.3% | +38.9% | -42.2% | -12.8% |
| 1Y | +20.2% | +48.0% | -27.8% | +6.1% |
| All | +20.2% | +46.0% | -25.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling