-49.3%
CLF vs BR
+1,485.1%
-1,534.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +2.3% | +1.9% | +0.5% | +0.5% |
| 30D | +1.9% | +15.9% | -13.9% | -11.0% |
| 3M | +5.9% | +13.7% | -7.8% | -7.2% |
| 6M | +16.9% | +31.0% | -14.1% | -10.5% |
| YTD | -1.1% | -12.0% | +10.9% | +2.4% |
| 1Y | +28.8% | -11.5% | +40.3% | +32.6% |
| 3Y | -20.6% | +14.9% | -35.5% | -37.4% |
| 5Y | -41.5% | +20.1% | -61.6% | -56.3% |
| 10Y | +87.5% | +278.9% | -191.4% | -54.5% |
| All | -49.3% | +1,485.1% | -1,534.4% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling