+18.8%
CLF vs BRO
-24.4%
+43.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.6% |
| 7D | +7.6% | -2.6% | +10.2% | +7.3% |
| 30D | -1.2% | +0.9% | -2.1% | -1.0% |
| 3M | -13.4% | +24.8% | -38.1% | -12.8% |
| 6M | +15.4% | -0.1% | +15.5% | +19.5% |
| YTD | -5.9% | -9.7% | +3.8% | -1.7% |
| 1Y | +18.8% | -24.5% | +43.3% | +20.4% |
| All | +18.8% | -24.4% | +43.3% | +20.4% |
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