+30.5%
CLF vs BIYA
-99.8%
+130.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | +2.7% | +3.8% | +6.5% |
| 30D | +0.2% | -18.7% | +18.9% | +0.2% |
| 3M | -3.1% | -72.0% | +69.0% | -3.5% |
| 6M | +25.0% | -86.4% | +111.4% | +25.3% |
| YTD | -7.5% | -94.2% | +86.7% | -6.4% |
| 1Y | +11.5% | -98.4% | +110.0% | +16.9% |
| All | +30.5% | -99.8% | +130.2% | +36.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling