-66.2%
CLF vs BIL
+30.3%
-96.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.1% |
| 7D | -21.0% | -0.3% | -20.7% | -23.2% |
| 30D | -8.0% | 0.0% | -8.0% | -8.2% |
| 3M | -10.9% | +0.3% | -11.2% | -7.8% |
| 6M | +5.8% | +1.2% | +4.6% | +20.7% |
| YTD | -15.1% | +2.4% | -17.6% | +10.3% |
| 1Y | +7.2% | +3.0% | +4.2% | +48.5% |
| 3Y | -34.2% | +13.1% | -47.3% | +159.0% |
| 5Y | -49.6% | +19.4% | -69.0% | +267.5% |
| 10Y | +109.9% | +25.2% | +84.7% | +2,610.7% |
| All | -66.2% | +30.3% | -96.6% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling