-41.4%
CLF vs BP
+112.5%
-153.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -1.2% |
| 7D | +16.0% | +2.5% | +13.5% | +14.5% |
| 30D | +1.6% | -5.6% | +7.2% | +4.6% |
| 3M | +6.7% | +8.0% | -1.3% | +1.6% |
| 6M | +21.1% | +5.7% | +15.5% | +15.3% |
| YTD | -1.6% | +36.8% | -38.4% | -22.1% |
| 1Y | +18.5% | +30.7% | -12.2% | -3.7% |
| 3Y | -21.0% | +51.6% | -72.6% | -42.1% |
| 5Y | -41.4% | +112.2% | -153.6% | -64.9% |
| All | -41.4% | +112.5% | -153.9% | -64.9% |
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