+87.5%
CLF vs BP
+133.4%
-45.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +3.1% |
| 30D | +1.9% | -3.1% | +5.1% | +4.0% |
| 3M | +5.9% | +6.2% | -0.3% | +0.4% |
| 6M | +16.9% | +4.8% | +12.1% | +10.0% |
| YTD | -1.1% | +35.2% | -36.2% | -24.7% |
| 1Y | +28.8% | +27.4% | +1.4% | +2.0% |
| 3Y | -20.6% | +49.8% | -70.4% | -44.7% |
| 5Y | -41.5% | +109.4% | -150.9% | -70.2% |
| 10Y | +87.5% | +135.7% | -48.2% | 0.0% |
| All | +87.5% | +133.4% | -45.9% | 0.0% |
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