-86.3%
CLF vs BTG
+367.4%
-453.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +6.4% |
| 7D | -9.1% | +13.0% | -22.0% | -12.1% |
| 30D | -0.9% | +1.1% | -2.1% | -1.9% |
| 3M | +3.0% | +5.3% | -2.4% | +0.7% |
| 6M | +16.7% | +1.1% | +15.6% | +14.4% |
| YTD | -3.2% | +19.2% | -22.4% | -10.2% |
| 1Y | +24.6% | +31.5% | -6.8% | +12.9% |
| 3Y | -22.3% | +94.3% | -116.6% | -37.6% |
| 5Y | -41.2% | +41.8% | -83.0% | -49.9% |
| 10Y | +83.5% | +162.9% | -79.4% | +21.6% |
| All | -86.3% | +367.4% | -453.7% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling