+263.2%
CLF vs BB
+258.8%
+4.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -5.6% | +13.2% | +8.7% |
| 30D | -1.2% | -11.8% | +10.6% | +1.1% |
| 3M | -13.4% | -25.5% | +12.2% | -9.7% |
| 6M | +15.4% | +121.3% | -105.8% | -3.5% |
| YTD | -5.9% | +103.2% | -109.0% | -20.0% |
| 1Y | +18.8% | +102.6% | -83.8% | +0.7% |
| 3Y | -19.4% | +37.5% | -56.9% | -30.3% |
| 5Y | -47.7% | -30.4% | -17.3% | -50.0% |
| 10Y | +130.4% | 0.0% | +130.4% | +77.6% |
| All | +263.2% | +258.8% | +4.4% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling