+20.2%
CLF vs BBY
+33.0%
-12.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +8.0% | -17.2% | -9.9% |
| 7D | -7.9% | +4.5% | -12.4% | -8.2% |
| 30D | +5.2% | +16.0% | -10.7% | +2.6% |
| 3M | +4.3% | +18.6% | -14.3% | +0.7% |
| 6M | +25.3% | +80.1% | -54.8% | +3.7% |
| YTD | -3.3% | +57.4% | -60.7% | -12.3% |
| 1Y | +20.2% | +34.5% | -14.3% | +18.9% |
| All | +20.2% | +33.0% | -12.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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