-34.0%
CLF vs BEN
+63.5%
-97.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | -0.8% |
| 7D | -19.6% | +6.6% | -26.2% | -22.3% |
| 30D | -5.0% | +3.8% | -8.8% | -7.1% |
| 3M | -6.3% | +0.2% | -6.5% | -6.7% |
| 6M | +2.8% | +10.4% | -7.7% | -3.2% |
| YTD | -13.7% | +46.2% | -59.9% | -30.3% |
| 1Y | +13.6% | +52.3% | -38.7% | -10.4% |
| 3Y | -34.0% | +65.9% | -99.9% | -53.7% |
| All | -34.0% | +63.5% | -97.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling