+127.6%
CLF vs BTG
+147.2%
-19.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | -3.2% | +9.5% | -12.7% | -5.4% |
| 3M | -5.0% | +38.5% | -43.5% | -12.6% |
| 6M | +26.6% | +5.6% | +20.9% | +22.9% |
| YTD | -9.0% | +23.9% | -32.9% | -15.6% |
| 1Y | +11.8% | +32.1% | -20.3% | +2.2% |
| 3Y | -15.1% | +103.2% | -118.3% | -31.4% |
| 5Y | -48.2% | +79.7% | -127.9% | -57.3% |
| 10Y | +127.6% | +159.1% | -31.5% | +86.0% |
| All | +127.6% | +147.2% | -19.6% | +86.0% |
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