-16.0%
CLF vs BRO
-7.4%
-8.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -3.7% | -8.6% | +4.9% | -2.7% |
| 30D | -4.7% | -6.9% | +2.3% | -4.0% |
| 3M | -4.7% | +10.5% | -15.1% | -6.8% |
| 6M | +24.0% | -2.8% | +26.8% | +25.0% |
| YTD | -10.9% | -16.1% | +5.2% | -6.8% |
| 1Y | +4.0% | -27.6% | +31.6% | +12.5% |
| All | -16.0% | -7.4% | -8.6% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling