+123.7%
CLF vs BBWI
-54.1%
+177.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +0.9% |
| 7D | +7.6% | +1.5% | +6.1% | +7.0% |
| 30D | -1.2% | -5.2% | +4.0% | -0.2% |
| 3M | -13.4% | +11.1% | -24.5% | -18.2% |
| 6M | +15.4% | -13.4% | +28.8% | +16.9% |
| YTD | -5.9% | +0.1% | -6.0% | -10.3% |
| 1Y | +18.8% | -36.1% | +54.9% | +29.3% |
| 3Y | -19.4% | -44.1% | +24.7% | -12.4% |
| 5Y | -47.7% | -66.2% | +18.5% | -35.7% |
| All | +123.7% | -54.1% | +177.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling