+618.5%
CLF vs BP
+1,356.5%
-738.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.2% | -10.8% |
| 7D | -21.0% | -11.2% | -9.7% | -13.7% |
| 30D | -8.0% | -0.7% | -7.3% | -7.8% |
| 3M | -10.9% | +9.8% | -20.7% | -17.8% |
| 6M | +5.8% | -1.6% | +7.4% | +3.8% |
| YTD | -15.1% | +33.5% | -48.6% | -34.9% |
| 1Y | +7.2% | +31.7% | -24.5% | -17.3% |
| 3Y | -34.2% | +45.1% | -79.3% | -53.0% |
| 5Y | -49.6% | +105.9% | -155.5% | -73.6% |
| 10Y | +109.9% | +134.4% | -24.5% | -2.4% |
| All | +618.5% | +1,356.5% | -738.1% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling