-23.4%
CLF vs BP
+51.6%
-74.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +10.4% | +3.8% | +6.6% | +8.3% |
| 30D | +0.6% | -5.3% | +5.9% | +3.1% |
| 3M | +4.1% | +9.3% | -5.1% | -1.4% |
| 6M | +15.1% | +7.2% | +7.9% | +8.6% |
| YTD | -4.7% | +38.0% | -42.8% | -28.2% |
| 1Y | +20.4% | +33.2% | -12.8% | -6.9% |
| 3Y | -23.4% | +50.3% | -73.7% | -47.7% |
| All | -23.4% | +51.6% | -74.9% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling