+120.3%
CLF vs BG
+171.4%
-51.1%
-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% | -3.0% | -2.7% |
| 7D | -3.7% | +3.7% | -7.4% | -6.0% |
| 30D | -4.7% | +12.3% | -17.0% | -11.8% |
| 3M | -4.7% | -2.2% | -2.5% | -4.5% |
| 6M | +24.0% | +5.3% | +18.7% | +16.9% |
| YTD | -10.9% | +42.4% | -53.3% | -31.5% |
| 1Y | +4.0% | +55.2% | -51.1% | -25.4% |
| 3Y | -16.9% | +21.0% | -37.9% | -32.0% |
| 5Y | -49.3% | +87.1% | -136.5% | -70.7% |
| All | +120.3% | +171.4% | -51.1% | -8.8% |
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