-34.0%
CLF vs BN
+90.6%
-124.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -19.6% | +5.3% | -24.9% | -22.9% |
| 30D | -5.0% | +11.9% | -16.9% | -13.1% |
| 3M | -6.3% | -5.7% | -0.6% | -2.9% |
| 6M | +2.8% | -10.6% | +13.4% | +11.0% |
| YTD | -13.7% | -9.4% | -4.3% | -9.3% |
| 1Y | +13.6% | -8.8% | +22.4% | +18.8% |
| 3Y | -34.0% | +95.6% | -129.6% | -56.2% |
| All | -34.0% | +90.6% | -124.6% | -56.2% |
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