-13.3%
CLF vs BTDR
+0.5%
-13.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.2% | +1.3% |
| 7D | +7.6% | +20.0% | -12.4% | +5.3% |
| 30D | -1.2% | +11.9% | -13.1% | -3.1% |
| 3M | -13.4% | -36.9% | +23.6% | -10.2% |
| 6M | +15.4% | +56.5% | -41.1% | +7.0% |
| YTD | -5.9% | +10.4% | -16.3% | -9.8% |
| 1Y | +18.8% | +3.1% | +15.7% | +14.0% |
| All | -13.3% | +0.5% | -13.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling