-45.4%
CLF vs BTDR
-35.9%
-9.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +5.2% |
| 7D | -9.1% | -7.4% | -1.7% | -8.4% |
| 30D | -0.9% | -33.4% | +32.5% | +2.6% |
| 3M | +3.0% | -26.3% | +29.2% | +5.0% |
| 6M | +16.7% | -52.4% | +69.1% | +22.3% |
| YTD | -3.2% | -42.8% | +39.7% | -1.1% |
| 1Y | +24.6% | -63.7% | +88.3% | +31.4% |
| 3Y | -22.3% | +61.5% | -83.8% | -26.3% |
| 5Y | -41.2% | -35.6% | -5.6% | -45.5% |
| All | -45.4% | -35.9% | -9.5% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling