+87.5%
CLF vs BG
+100.9%
-13.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +2.3% | +3.4% | -1.0% | +0.2% |
| 30D | +1.9% | -3.8% | +5.7% | +3.4% |
| 3M | +5.9% | -9.6% | +15.5% | +10.4% |
| 6M | +16.9% | -19.5% | +36.4% | +30.1% |
| YTD | -1.1% | +14.6% | -15.7% | -14.6% |
| 1Y | +28.8% | +6.6% | +22.2% | +16.4% |
| 3Y | -20.6% | +4.7% | -25.3% | -30.4% |
| 5Y | -41.5% | +22.1% | -63.6% | -56.0% |
| 10Y | +87.5% | +109.2% | -21.6% | -12.0% |
| All | +87.5% | +100.9% | -13.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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