-22.3%
CLF vs BP
+47.4%
-69.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | -6.3% | -2.7% | -5.8% |
| 30D | -0.9% | -3.6% | +2.7% | +0.7% |
| 3M | +3.0% | +5.2% | -2.3% | -0.6% |
| 6M | +16.7% | +5.3% | +11.4% | +10.8% |
| YTD | -3.2% | +33.1% | -36.3% | -25.6% |
| 1Y | +24.6% | +26.3% | -1.7% | -0.4% |
| 3Y | -22.3% | +47.5% | -69.8% | -46.0% |
| All | -22.3% | +47.4% | -69.7% | -46.0% |
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 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