+696.9%
CLF vs BN
+15,251.3%
-14,554.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -13.4% | -10.4% | -3.0% | -6.7% |
| 6M | +15.4% | -6.4% | +21.8% | +20.7% |
| YTD | -5.9% | -11.9% | +6.0% | +1.2% |
| 1Y | +18.8% | -8.6% | +27.4% | +25.4% |
| 3Y | -19.4% | +77.6% | -97.0% | -46.3% |
| 5Y | -47.7% | +37.0% | -84.8% | -58.8% |
| 10Y | +130.4% | +266.4% | -136.0% | +2.4% |
| All | +696.9% | +15,251.3% | -14,554.5% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling