+80.1%
CLF vs BP
+132.1%
-52.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.8% | +6.9% |
| 7D | -14.1% | -6.9% | -7.2% | -9.5% |
| 30D | -5.5% | -3.6% | -2.0% | -3.4% |
| 3M | 0.0% | +8.4% | -8.4% | -6.6% |
| 6M | +11.3% | +5.3% | +5.9% | +4.2% |
| YTD | -7.7% | +33.2% | -40.8% | -29.1% |
| 1Y | +17.5% | +28.2% | -10.6% | -7.4% |
| 3Y | -25.4% | +49.2% | -74.7% | -48.0% |
| 5Y | -46.0% | +102.9% | -148.8% | -71.8% |
| 10Y | +80.1% | +127.7% | -47.6% | -3.3% |
| All | +80.1% | +132.1% | -52.1% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling