+116.3%
CLF vs BTI
+67.8%
+48.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +6.5% | -1.4% | +7.9% | +7.1% |
| 30D | +0.2% | -7.0% | +7.3% | +3.2% |
| 3M | -3.1% | -6.3% | +3.2% | -1.5% |
| 6M | +25.0% | -2.0% | +27.0% | +23.6% |
| YTD | -7.5% | +0.2% | -7.6% | -9.2% |
| 1Y | +11.5% | +3.8% | +7.7% | +7.5% |
| 3Y | -13.7% | +112.1% | -125.8% | -44.3% |
| 5Y | -47.0% | +113.6% | -160.6% | -66.0% |
| 10Y | +116.3% | +69.6% | +46.7% | +56.9% |
| All | +116.3% | +67.8% | +48.6% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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