+630.6%
CLF vs BBWI
+1,142.2%
-511.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +2.8% |
| 7D | -19.6% | -6.2% | -13.4% | -17.8% |
| 30D | -5.0% | +19.9% | -24.9% | -11.8% |
| 3M | -6.3% | +7.1% | -13.4% | -10.4% |
| 6M | +2.8% | +13.7% | -10.9% | -5.4% |
| YTD | -13.7% | +9.6% | -23.3% | -21.6% |
| 1Y | +13.6% | -1.6% | +15.2% | +5.2% |
| 3Y | -34.0% | -25.9% | -8.1% | -35.7% |
| 5Y | -48.7% | -67.8% | +19.1% | -36.3% |
| 10Y | +113.4% | -43.5% | +156.9% | +75.2% |
| All | +630.6% | +1,142.2% | -511.7% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling