-17.5%
CLF vs BB
+38.2%
-55.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -5.6% | +13.2% | +8.8% |
| 30D | -1.2% | -11.8% | +10.6% | +1.2% |
| 3M | -13.4% | -25.5% | +12.2% | -9.8% |
| 6M | +15.4% | +121.3% | -105.8% | -5.9% |
| YTD | -5.9% | +103.2% | -109.0% | -21.9% |
| 1Y | +18.8% | +102.6% | -83.8% | -1.4% |
| All | -17.5% | +38.2% | -55.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling