+657.9%
CLF vs BG
+949.6%
-291.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +5.6% |
| 7D | -14.1% | +7.4% | -21.5% | -18.3% |
| 30D | -5.5% | -1.5% | -4.0% | -5.5% |
| 3M | 0.0% | -6.1% | +6.1% | +2.0% |
| 6M | +11.3% | -18.0% | +29.3% | +23.1% |
| YTD | -7.7% | +15.6% | -23.3% | -20.6% |
| 1Y | +17.5% | +9.6% | +8.0% | +4.5% |
| 3Y | -25.4% | +6.3% | -31.7% | -35.3% |
| 5Y | -46.0% | +24.6% | -70.5% | -59.3% |
| 10Y | +80.1% | +98.1% | -18.1% | -5.9% |
| All | +657.9% | +949.6% | -291.8% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling