-86.7%
CLF vs BTG
+392.0%
-478.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +7.6% | -0.9% | +8.5% | +7.7% |
| 30D | -1.2% | +36.8% | -38.0% | -9.0% |
| 3M | -13.4% | +23.1% | -36.5% | -18.2% |
| 6M | +15.4% | +3.5% | +12.0% | +12.4% |
| YTD | -5.9% | +25.5% | -31.4% | -13.1% |
| 1Y | +18.8% | +40.1% | -21.3% | +6.8% |
| 3Y | -19.4% | +101.1% | -120.5% | -35.5% |
| 5Y | -47.7% | +70.6% | -118.3% | -57.0% |
| 10Y | +130.4% | +152.1% | -21.8% | +54.6% |
| All | -86.7% | +392.0% | -478.7% | -92.7% |
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