+20.2%
CLF vs BNY
+45.2%
-24.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.3% | -11.5% | -10.4% |
| 7D | -7.9% | +2.8% | -10.7% | -9.4% |
| 30D | +5.2% | +6.7% | -1.5% | +1.2% |
| 3M | +4.3% | -2.2% | +6.5% | +6.8% |
| 6M | +25.3% | +16.8% | +8.5% | +12.8% |
| YTD | -3.3% | +33.9% | -37.2% | -21.9% |
| 1Y | +20.2% | +43.9% | -23.7% | -10.0% |
| All | +20.2% | +45.2% | -24.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling