+18.8%
CLF vs BBWI
-1.7%
+20.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.9% |
| 7D | -14.1% | -6.2% | -7.9% | -13.7% |
| 30D | -5.5% | +25.5% | -31.0% | -7.3% |
| 3M | 0.0% | +8.0% | -8.0% | -1.1% |
| 6M | +11.3% | +12.7% | -1.4% | +8.3% |
| YTD | -7.7% | +11.6% | -19.3% | -10.7% |
| All | +18.8% | -1.7% | +20.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling