+20.2%
CLF vs BRO
-3.8%
+24.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.2% | -13.4% | -8.5% |
| 7D | -7.9% | +12.2% | -20.0% | -6.4% |
| 30D | +5.2% | +21.3% | -16.0% | +6.9% |
| 3M | +4.3% | +4.1% | +0.2% | +5.2% |
| 6M | +25.3% | +28.9% | -3.6% | +24.6% |
| YTD | -3.3% | -6.6% | +3.3% | +8.2% |
| 1Y | +20.2% | -5.6% | +25.8% | +33.3% |
| All | +20.2% | -3.8% | +24.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling