-25.4%
CLF vs BR
+13.8%
-39.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.9% |
| 7D | -14.1% | +4.4% | -18.5% | -14.7% |
| 30D | -5.5% | +16.3% | -21.8% | -8.3% |
| 3M | 0.0% | +16.2% | -16.2% | -3.3% |
| 6M | +11.3% | +30.3% | -19.1% | +4.1% |
| YTD | -7.7% | -12.2% | +4.5% | -1.8% |
| 1Y | +17.5% | -11.3% | +28.8% | +24.4% |
| 3Y | -25.4% | +15.2% | -40.7% | -37.8% |
| All | -25.4% | +13.8% | -39.2% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling