-46.9%
CLF vs BTDR
+23.8%
-70.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.2% | +1.4% |
| 7D | +7.6% | +20.0% | -12.4% | +5.7% |
| 30D | -1.2% | +11.9% | -13.1% | -2.8% |
| 3M | -13.4% | -36.9% | +23.6% | -10.8% |
| 6M | +15.4% | +56.5% | -41.1% | +8.4% |
| YTD | -5.9% | +10.4% | -16.3% | -9.1% |
| 1Y | +18.8% | +3.1% | +15.7% | +14.9% |
| 3Y | -19.4% | -2.6% | -16.8% | -27.4% |
| 5Y | -47.7% | +25.2% | -72.9% | -53.7% |
| All | -46.9% | +23.8% | -70.7% | -54.0% |
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