-51.7%
CLF vs BR
+1,321.0%
-1,372.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +4.5% |
| 7D | +7.6% | -5.3% | +12.9% | +12.2% |
| 30D | -1.2% | +6.4% | -7.6% | -6.9% |
| 3M | -13.4% | +13.6% | -27.0% | -23.4% |
| 6M | +15.4% | -6.7% | +22.1% | +18.1% |
| YTD | -5.9% | -21.1% | +15.2% | +8.7% |
| 1Y | +18.8% | -29.6% | +48.4% | +50.5% |
| 3Y | -19.4% | -2.4% | -17.0% | -25.7% |
| 5Y | -47.7% | +11.2% | -59.0% | -57.9% |
| 10Y | +130.4% | +191.8% | -61.4% | -28.3% |
| All | -51.7% | +1,321.0% | -1,372.7% | -97.2% |
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 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