-46.0%
CLF vs BG
+25.1%
-71.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +6.1% |
| 7D | -14.1% | +7.4% | -21.5% | -16.8% |
| 30D | -5.5% | -1.5% | -4.0% | -5.5% |
| 3M | 0.0% | -6.1% | +6.1% | +1.3% |
| 6M | +11.3% | -18.0% | +29.3% | +19.5% |
| YTD | -7.7% | +15.6% | -23.3% | -18.5% |
| 1Y | +17.5% | +9.6% | +8.0% | +6.6% |
| 3Y | -25.4% | +6.3% | -31.7% | -33.3% |
| 5Y | -46.0% | +24.6% | -70.5% | -58.7% |
| All | -46.0% | +25.1% | -71.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling