-51.4%
CLF vs BP
+103.6%
-155.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -19.6% | -11.6% | -7.9% | -14.2% |
| 30D | -5.0% | 0.0% | -5.0% | -5.2% |
| 3M | -6.3% | +6.7% | -13.0% | -10.3% |
| 6M | +2.8% | +2.2% | +0.6% | -0.4% |
| YTD | -13.7% | +33.0% | -46.7% | -30.7% |
| 1Y | +13.6% | +30.7% | -17.1% | -8.1% |
| 3Y | -34.0% | +44.2% | -78.2% | -50.3% |
| All | -51.4% | +103.6% | -155.0% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling