+80.1%
CLF vs BB
+33.0%
+47.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.5% | +1.5% | +5.7% |
| 7D | -14.1% | +15.0% | -29.0% | -17.0% |
| 30D | -5.5% | +3.5% | -9.0% | -6.8% |
| 3M | 0.0% | +2.7% | -2.7% | -2.0% |
| 6M | +11.3% | +44.7% | -33.5% | -2.2% |
| YTD | -7.7% | +143.3% | -151.0% | -29.4% |
| 1Y | +17.5% | +102.2% | -84.6% | -6.3% |
| 3Y | -25.4% | +156.1% | -181.5% | -47.3% |
| 5Y | -46.0% | -17.6% | -28.4% | -51.7% |
| 10Y | +80.1% | +29.0% | +51.1% | +5.8% |
| All | +80.1% | +33.0% | +47.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling