+681.6%
CLF vs BAX
+922.9%
-241.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +6.2% |
| 7D | -14.1% | +9.0% | -23.1% | -16.7% |
| 30D | -5.5% | +8.5% | -14.0% | -8.8% |
| 3M | 0.0% | -4.1% | +4.1% | +0.6% |
| 6M | +11.3% | +46.9% | -35.7% | -4.8% |
| YTD | -7.7% | +38.4% | -46.1% | -19.7% |
| 1Y | +17.5% | +47.0% | -29.5% | -0.1% |
| 3Y | -25.4% | -14.9% | -10.5% | -25.5% |
| 5Y | -46.0% | -62.5% | +16.5% | -29.3% |
| 10Y | +80.1% | -33.9% | +114.0% | +92.8% |
| All | +681.6% | +922.9% | -241.3% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling