+87.5%
CLF vs BBY
+290.9%
-203.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +2.3% | +3.7% | -1.4% | +0.6% |
| 30D | +1.9% | +20.9% | -18.9% | -8.8% |
| 3M | +5.9% | +27.6% | -21.7% | -8.8% |
| 6M | +16.9% | +86.9% | -70.0% | -19.5% |
| YTD | -1.1% | +63.3% | -64.4% | -27.3% |
| 1Y | +28.8% | +42.6% | -13.8% | +1.9% |
| 3Y | -20.6% | +89.8% | -110.4% | -48.3% |
| 5Y | -41.5% | -0.1% | -41.5% | -48.0% |
| 10Y | +87.5% | +294.3% | -206.7% | -0.3% |
| All | +87.5% | +290.9% | -203.4% | -0.3% |
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