-13.7%
CLF vs BG
+20.0%
-33.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.0% | -3.0% |
| 7D | +6.5% | +2.4% | +4.1% | +5.7% |
| 30D | +0.2% | +15.0% | -14.8% | -4.3% |
| 3M | -3.1% | -0.7% | -2.4% | -3.4% |
| 6M | +25.0% | +7.5% | +17.5% | +20.2% |
| YTD | -7.5% | +41.6% | -49.1% | -20.6% |
| 1Y | +11.5% | +50.7% | -39.1% | -6.9% |
| 3Y | -13.7% | +20.3% | -34.0% | -28.0% |
| All | -13.7% | +20.0% | -33.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling