-17.5%
CLF vs BAX
-32.5%
+14.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +7.6% | -1.1% | +8.7% | +8.0% |
| 30D | -1.2% | -5.5% | +4.3% | +0.5% |
| 3M | -13.4% | +33.5% | -46.9% | -22.5% |
| 6M | +15.4% | +35.9% | -20.4% | +2.2% |
| YTD | -5.9% | +35.4% | -41.2% | -16.4% |
| 1Y | +18.8% | +9.8% | +9.1% | +12.7% |
| All | -17.5% | -32.5% | +14.9% | -15.7% |
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