-48.7%
CLF vs BTDR
+23.3%
-72.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.4% |
| 7D | -2.7% | +14.8% | -17.5% | -4.0% |
| 30D | -3.2% | +41.8% | -45.0% | -6.6% |
| 3M | -5.0% | -29.2% | +24.2% | -3.1% |
| 6M | +26.6% | +66.2% | -39.6% | +18.2% |
| YTD | -9.0% | +10.0% | -19.0% | -12.1% |
| 1Y | +11.8% | -11.0% | +22.8% | +9.3% |
| 3Y | -15.1% | +6.9% | -22.0% | -23.6% |
| 5Y | -48.2% | +24.7% | -72.9% | -54.2% |
| All | -48.7% | +23.3% | -72.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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