-47.8%
CLF vs BP
+128.1%
-175.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +7.6% | +3.9% | +3.6% | +5.2% |
| 30D | -1.2% | +7.6% | -8.8% | -5.6% |
| 3M | -13.4% | +0.7% | -14.1% | -14.7% |
| 6M | +15.4% | +15.5% | -0.1% | +1.6% |
| YTD | -5.9% | +30.8% | -36.7% | -23.6% |
| 1Y | +18.8% | +34.3% | -15.5% | -5.9% |
| 3Y | -19.4% | +35.1% | -54.5% | -37.3% |
| All | -47.8% | +128.1% | -175.9% | -74.4% |
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