-13.3%
CLF vs BN
+85.7%
-99.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -2.5% | +10.0% | +9.3% |
| 30D | -1.2% | -9.5% | +8.3% | +5.8% |
| 3M | -13.4% | -10.4% | -3.0% | -6.4% |
| 6M | +15.4% | -6.4% | +21.8% | +20.9% |
| YTD | -5.9% | -11.9% | +6.0% | +1.4% |
| 1Y | +18.8% | -8.6% | +27.4% | +25.3% |
| All | -13.3% | +85.7% | -99.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling