-41.8%
CLF vs BB
-17.6%
-24.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | +10.4% | +1.8% | +8.6% | +9.9% |
| 30D | +0.6% | +8.1% | -7.6% | -1.9% |
| 3M | +4.1% | -1.0% | +5.1% | +2.9% |
| 6M | +15.1% | +45.9% | -30.8% | -0.4% |
| YTD | -4.7% | +134.8% | -139.6% | -28.5% |
| 1Y | +20.4% | +104.6% | -84.2% | -6.6% |
| 3Y | -23.4% | +152.8% | -176.2% | -47.3% |
| All | -41.8% | -17.6% | -24.2% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling