-49.3%
CLF vs BNY
+250.1%
-299.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.7% | -1.1% | -2.6% | -2.8% |
| 30D | -4.7% | +1.4% | -6.1% | -5.7% |
| 3M | -4.7% | +16.8% | -21.5% | -16.3% |
| 6M | +24.0% | +42.0% | -18.0% | -7.6% |
| YTD | -10.9% | +41.9% | -52.8% | -34.0% |
| 1Y | +4.0% | +59.2% | -55.1% | -29.6% |
| 3Y | -16.9% | +290.9% | -307.8% | -73.1% |
| 5Y | -49.3% | +259.0% | -308.4% | -84.0% |
| All | -49.3% | +250.1% | -299.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling