-47.0%
CLF vs BR
+9.8%
-56.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.4% |
| 7D | +6.5% | -5.9% | +12.4% | +9.7% |
| 30D | +0.2% | +1.9% | -1.7% | -1.2% |
| 3M | -3.1% | +14.7% | -17.7% | -10.8% |
| 6M | +25.0% | -12.8% | +37.8% | +33.6% |
| YTD | -7.5% | -23.0% | +15.6% | +6.1% |
| 1Y | +11.5% | -31.7% | +43.2% | +38.6% |
| 3Y | -13.7% | -4.8% | -8.9% | -18.6% |
| 5Y | -47.0% | +7.8% | -54.8% | -58.8% |
| All | -47.0% | +9.8% | -56.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling