-51.4%
CLF vs BIL
+19.4%
-70.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | -0.3% | -19.3% | -19.9% |
| 30D | -5.0% | 0.0% | -5.0% | -4.9% |
| 3M | -6.3% | +0.3% | -6.6% | -6.9% |
| 6M | +2.8% | +1.2% | +1.5% | +0.6% |
| YTD | -13.7% | +2.5% | -16.2% | -19.7% |
| 1Y | +13.6% | +3.0% | +10.5% | +3.3% |
| 3Y | -34.0% | +13.2% | -47.1% | -58.0% |
| All | -51.4% | +19.4% | -70.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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