+124.6%
CLF vs BRO
+294.2%
-169.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -3.5% | -7.3% | +3.8% | +1.2% |
| 30D | -1.6% | -6.9% | +5.3% | +2.4% |
| 3M | -12.0% | +10.7% | -22.7% | -20.0% |
| 6M | +30.0% | -2.7% | +32.7% | +27.6% |
| YTD | -9.2% | -16.3% | +7.1% | -0.9% |
| 1Y | +2.3% | -29.1% | +31.4% | +24.6% |
| 3Y | -14.4% | -7.8% | -6.6% | -21.5% |
| 5Y | -48.3% | +18.7% | -67.1% | -62.9% |
| All | +124.6% | +294.2% | -169.6% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling