+18.8%
CLF vs BTG
+38.4%
-19.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | -0.9% | +8.5% | +7.7% |
| 30D | -1.2% | +36.8% | -38.0% | -11.1% |
| 3M | -13.4% | +23.1% | -36.5% | -19.6% |
| 6M | +15.4% | +3.5% | +12.0% | +12.7% |
| YTD | -5.9% | +25.5% | -31.4% | -17.9% |
| 1Y | +18.8% | +40.1% | -21.3% | +5.1% |
| All | +18.8% | +38.4% | -19.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling