+120.3%
CLF vs BR
+190.5%
-70.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -3.7% | -6.0% | +2.3% | 0.0% |
| 30D | -4.7% | -0.9% | -3.8% | -4.7% |
| 3M | -4.7% | +16.4% | -21.1% | -14.6% |
| 6M | +24.0% | -8.2% | +32.2% | +28.6% |
| YTD | -10.9% | -23.2% | +12.3% | +2.6% |
| 1Y | +4.0% | -30.9% | +35.0% | +28.9% |
| 3Y | -16.9% | -5.0% | -11.9% | -20.5% |
| 5Y | -49.3% | +8.8% | -58.1% | -56.9% |
| All | +120.3% | +190.5% | -70.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling