+20.2%
CLF vs BIYA
-98.4%
+118.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.3% | -5.9% | -9.2% |
| 7D | -7.9% | -4.0% | -3.9% | -7.9% |
| 30D | +5.2% | -15.0% | +20.2% | +5.4% |
| 3M | +4.3% | -58.1% | +62.4% | +3.6% |
| 6M | +25.3% | -90.0% | +115.3% | +22.3% |
| YTD | -3.3% | -96.9% | +93.6% | -4.0% |
| 1Y | +20.2% | -98.2% | +118.4% | +18.6% |
| All | +20.2% | -98.4% | +118.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling