+670.7%
CLF vs BRO
+25,667.1%
-24,996.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -2.7% | -7.6% | +5.0% | -0.1% |
| 30D | -3.2% | -6.9% | +3.7% | -1.2% |
| 3M | -5.0% | +12.8% | -17.8% | -9.7% |
| 6M | +26.6% | -5.9% | +32.5% | +27.0% |
| YTD | -9.0% | -15.9% | +6.9% | -5.2% |
| 1Y | +11.8% | -28.1% | +40.0% | +22.1% |
| 3Y | -15.1% | -7.0% | -8.1% | -16.1% |
| 5Y | -48.2% | +18.0% | -66.2% | -52.3% |
| 10Y | +127.6% | +293.9% | -166.3% | +51.7% |
| All | +670.7% | +25,667.1% | -24,996.4% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling