-23.4%
CLF vs BBWI
-24.0%
+0.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +10.4% | +0.1% | +10.2% | +10.3% |
| 30D | +0.6% | +12.9% | -12.3% | -2.7% |
| 3M | +4.1% | +16.0% | -11.9% | -0.7% |
| 6M | +15.1% | +16.6% | -1.5% | +8.0% |
| YTD | -4.7% | +9.7% | -14.5% | -11.1% |
| 1Y | +20.4% | +1.5% | +18.9% | +13.4% |
| 3Y | -23.4% | -21.4% | -2.0% | -21.8% |
| All | -23.4% | -24.0% | +0.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling