+719.8%
CLF vs BN
+16,073.1%
-15,353.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.8% |
| 7D | -9.1% | +4.3% | -13.4% | -11.9% |
| 30D | -0.9% | +14.3% | -15.2% | -10.2% |
| 3M | +3.0% | -4.1% | +7.1% | +4.7% |
| 6M | +16.7% | -9.7% | +26.4% | +23.8% |
| YTD | -3.2% | -7.1% | +4.0% | -0.4% |
| 1Y | +24.6% | -7.4% | +32.0% | +28.5% |
| 3Y | -22.3% | +102.3% | -124.6% | -52.5% |
| 5Y | -41.2% | +35.9% | -77.1% | -53.9% |
| 10Y | +83.5% | +289.2% | -205.7% | -22.4% |
| All | +719.8% | +16,073.1% | -15,353.3% | +41.8% |
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 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