-14.2%
CLF vs BR
-5.1%
-9.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | -5.0% | +2.4% | -1.5% |
| 30D | -3.2% | -2.5% | -0.7% | -2.8% |
| 3M | -5.0% | +13.5% | -18.4% | -8.6% |
| 6M | +26.6% | -9.4% | +36.0% | +29.8% |
| YTD | -9.0% | -23.3% | +14.3% | +0.2% |
| 1Y | +11.8% | -31.6% | +43.4% | +30.6% |
| All | -14.2% | -5.1% | -9.1% | -16.2% |
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