+87.5%
CLF vs BTG
+160.5%
-73.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.7% |
| 7D | +2.3% | +1.4% | +1.0% | +1.8% |
| 30D | +1.9% | -1.1% | +3.1% | +1.5% |
| 3M | +5.9% | +2.5% | +3.3% | +4.3% |
| 6M | +16.9% | -3.1% | +20.0% | +15.7% |
| YTD | -1.1% | +16.3% | -17.3% | -7.5% |
| 1Y | +28.8% | +27.6% | +1.2% | +18.0% |
| 3Y | -20.6% | +89.5% | -110.1% | -34.8% |
| 5Y | -41.5% | +33.6% | -75.1% | -49.7% |
| 10Y | +87.5% | +178.2% | -90.7% | +67.5% |
| All | +87.5% | +160.5% | -73.0% | +67.5% |
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