+279.8%
CLF vs BB
+325.0%
-45.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | 0.0% |
| 7D | +16.0% | +9.0% | +7.0% | +14.1% |
| 30D | +1.6% | +7.7% | -6.0% | -0.2% |
| 3M | +6.7% | +4.0% | +2.7% | +4.7% |
| 6M | +21.1% | +46.6% | -25.5% | +9.4% |
| YTD | -1.6% | +140.6% | -142.2% | -19.9% |
| 1Y | +18.5% | +103.1% | -84.6% | -0.6% |
| 3Y | -21.0% | +150.5% | -171.6% | -39.3% |
| 5Y | -41.4% | -15.4% | -26.0% | -46.3% |
| 10Y | +86.5% | +25.4% | +61.1% | +36.2% |
| All | +279.8% | +325.0% | -45.2% | +212.9% |
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