-23.4%
CLF vs BEN
+86.4%
-109.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +10.4% | +6.8% | +3.6% | +6.6% |
| 30D | +0.6% | +18.0% | -17.4% | -8.1% |
| 3M | +4.1% | +7.5% | -3.3% | -0.1% |
| 6M | +15.1% | +14.7% | +0.4% | +6.3% |
| YTD | -4.7% | +56.1% | -60.8% | -25.7% |
| 1Y | +20.4% | +69.6% | -49.2% | -10.3% |
| 3Y | -23.4% | +87.7% | -111.1% | -49.2% |
| All | -23.4% | +86.4% | -109.7% | -49.2% |
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