+233.0%
CLF vs BB
+307.3%
-74.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.8% |
| 7D | -19.6% | +3.8% | -23.4% | -20.3% |
| 30D | -5.0% | -0.3% | -4.6% | -5.3% |
| 3M | -6.3% | -0.5% | -5.8% | -7.3% |
| 6M | +2.8% | +45.9% | -43.1% | -7.1% |
| YTD | -13.7% | +130.6% | -144.3% | -29.2% |
| 1Y | +13.6% | +89.2% | -75.6% | -3.5% |
| 3Y | -34.0% | +137.5% | -171.5% | -48.7% |
| 5Y | -48.7% | -20.9% | -27.8% | -52.4% |
| 10Y | +113.4% | +25.4% | +88.0% | +56.1% |
| All | +233.0% | +307.3% | -74.3% | +176.6% |
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 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