+20.2%
CLF vs BB
+88.0%
-67.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.0% | -16.2% | -10.1% |
| 7D | -7.9% | -6.8% | -1.1% | -7.0% |
| 30D | +5.2% | -3.5% | +8.8% | +5.6% |
| 3M | +4.3% | -1.2% | +5.5% | +4.1% |
| 6M | +25.3% | +57.0% | -31.7% | +10.8% |
| YTD | -3.3% | +131.1% | -134.4% | -22.1% |
| 1Y | +20.2% | +87.6% | -67.4% | -1.6% |
| All | +20.2% | +88.0% | -67.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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