-34.0%
CLF vs BAX
-19.9%
-14.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -19.6% | +12.1% | -31.7% | -22.4% |
| 30D | -5.0% | +7.6% | -12.6% | -7.7% |
| 3M | -6.3% | -4.5% | -1.8% | -5.5% |
| 6M | +2.8% | +52.0% | -49.2% | -13.6% |
| YTD | -13.7% | +35.1% | -48.8% | -24.3% |
| 1Y | +13.6% | +43.7% | -30.1% | -2.7% |
| 3Y | -34.0% | -20.9% | -13.1% | -39.6% |
| All | -34.0% | -19.9% | -14.0% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling