-52.7%
CLF vs BR
+1,480.9%
-1,533.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.2% |
| 7D | -14.1% | +4.4% | -18.5% | -17.5% |
| 30D | -5.5% | +16.3% | -21.8% | -17.7% |
| 3M | 0.0% | +16.2% | -16.2% | -14.0% |
| 6M | +11.3% | +30.3% | -19.1% | -14.5% |
| YTD | -7.7% | -12.2% | +4.5% | -4.2% |
| 1Y | +17.5% | -11.3% | +28.8% | +20.7% |
| 3Y | -25.4% | +15.2% | -40.7% | -41.4% |
| 5Y | -46.0% | +18.0% | -64.0% | -59.0% |
| 10Y | +80.1% | +268.7% | -188.6% | -55.2% |
| All | -52.7% | +1,480.9% | -1,533.6% | -97.5% |
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