+74.6%
CLF vs BTG
+164.8%
-90.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +10.4% | -9.1% | +19.5% | +12.6% |
| 30D | +0.6% | -1.6% | +2.2% | +0.2% |
| 3M | +4.1% | -2.8% | +6.9% | +3.8% |
| 6M | +15.1% | -7.6% | +22.7% | +15.1% |
| YTD | -4.7% | +10.2% | -15.0% | -9.9% |
| 1Y | +20.4% | +21.3% | -0.9% | +11.4% |
| 3Y | -23.4% | +82.7% | -106.1% | -36.5% |
| 5Y | -43.3% | +30.8% | -74.1% | -50.8% |
| All | +74.6% | +164.8% | -90.2% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling