+696.9%
CLF vs BBY
+75,590.7%
-74,893.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.0% |
| 7D | +7.6% | +9.5% | -1.9% | +5.3% |
| 30D | -1.2% | +6.8% | -8.0% | -2.9% |
| 3M | -13.4% | +28.9% | -42.2% | -18.9% |
| 6M | +15.4% | +37.8% | -22.4% | +5.8% |
| YTD | -5.9% | +38.7% | -44.6% | -13.8% |
| 1Y | +18.8% | +23.7% | -4.9% | +11.8% |
| 3Y | -19.4% | +39.1% | -58.5% | -26.4% |
| 5Y | -47.7% | -0.4% | -47.3% | -49.0% |
| 10Y | +130.4% | +234.0% | -103.6% | +77.0% |
| All | +696.9% | +75,590.7% | -74,893.9% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling