+672.7%
CLF vs BG
+1,131.5%
-458.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +7.6% | +2.8% | +4.8% | +5.5% |
| 30D | -1.2% | +12.0% | -13.2% | -9.0% |
| 3M | -13.4% | -7.7% | -5.7% | -9.7% |
| 6M | +15.4% | +4.5% | +10.9% | +8.7% |
| YTD | -5.9% | +35.7% | -41.6% | -26.0% |
| 1Y | +18.8% | +50.1% | -31.3% | -14.0% |
| 3Y | -19.4% | +12.6% | -32.0% | -31.8% |
| 5Y | -47.7% | +75.4% | -123.1% | -68.3% |
| 10Y | +130.4% | +150.5% | -20.1% | +3.8% |
| All | +672.7% | +1,131.5% | -458.8% | +208.1% |
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