+127.6%
CLF vs BBY
+236.2%
-108.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -0.9% |
| 7D | -2.7% | +1.2% | -3.8% | -3.3% |
| 30D | -3.2% | +6.8% | -10.0% | -6.9% |
| 3M | -5.0% | +18.7% | -23.7% | -14.3% |
| 6M | +26.6% | +37.3% | -10.7% | +3.6% |
| YTD | -9.0% | +35.3% | -44.3% | -25.0% |
| 1Y | +11.8% | +20.7% | -8.8% | -2.1% |
| 3Y | -15.1% | +39.4% | -54.5% | -33.9% |
| 5Y | -48.2% | -1.5% | -46.7% | -53.1% |
| 10Y | +127.6% | +239.8% | -112.2% | +15.7% |
| All | +127.6% | +236.2% | -108.6% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling