+116.3%
CLF vs BAX
-36.7%
+153.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.1% |
| 7D | +6.5% | -2.4% | +8.9% | +7.6% |
| 30D | +0.2% | -9.7% | +10.0% | +4.3% |
| 3M | -3.1% | +29.3% | -32.3% | -14.3% |
| 6M | +25.0% | +40.7% | -15.6% | +6.1% |
| YTD | -7.5% | +30.3% | -37.7% | -19.2% |
| 1Y | +11.5% | +3.4% | +8.1% | +7.2% |
| 3Y | -13.7% | -32.0% | +18.3% | -5.5% |
| 5Y | -47.0% | -66.9% | +19.9% | -17.9% |
| 10Y | +116.3% | -37.1% | +153.4% | +124.9% |
| All | +116.3% | -36.7% | +153.1% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling