+116.3%
CLF vs BP
+126.3%
-9.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -3.4% |
| 7D | +6.5% | +0.9% | +5.6% | +5.7% |
| 30D | +0.2% | +9.1% | -8.9% | -6.3% |
| 3M | -3.1% | +3.9% | -7.0% | -7.2% |
| 6M | +25.0% | +13.6% | +11.4% | +9.2% |
| YTD | -7.5% | +34.0% | -41.5% | -28.9% |
| 1Y | +11.5% | +39.2% | -27.6% | -17.3% |
| 3Y | -13.7% | +36.4% | -50.1% | -35.7% |
| 5Y | -47.0% | +135.8% | -182.8% | -75.4% |
| 10Y | +116.3% | +125.0% | -8.7% | +5.6% |
| All | +116.3% | +126.3% | -9.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling