+683.5%
CLF vs BNY
+8,076.8%
-7,393.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +6.5% | +1.5% | +5.0% | +5.7% |
| 30D | +0.2% | +3.3% | -3.1% | -1.3% |
| 3M | -3.1% | +15.3% | -18.4% | -9.9% |
| 6M | +25.0% | +42.5% | -17.4% | +4.4% |
| YTD | -7.5% | +42.0% | -49.5% | -22.8% |
| 1Y | +11.5% | +59.3% | -47.8% | -11.9% |
| 3Y | -13.7% | +291.2% | -304.9% | -56.6% |
| 5Y | -47.0% | +252.1% | -299.0% | -71.8% |
| 10Y | +116.3% | +407.1% | -290.8% | +1.0% |
| All | +683.5% | +8,076.8% | -7,393.3% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling