+80.1%
CLF vs BTI
+114.6%
-34.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +7.5% |
| 7D | -14.1% | -2.9% | -11.1% | -13.3% |
| 30D | -5.5% | +8.3% | -13.8% | -9.4% |
| 3M | 0.0% | +2.9% | -2.9% | -2.4% |
| 6M | +11.3% | +6.2% | +5.0% | +5.4% |
| YTD | -7.7% | +10.9% | -18.6% | -14.1% |
| 1Y | +17.5% | +16.6% | +1.0% | +6.9% |
| 3Y | -25.4% | +142.2% | -167.7% | -55.2% |
| 5Y | -46.0% | +151.3% | -197.3% | -68.3% |
| 10Y | +80.1% | +113.9% | -33.8% | +22.7% |
| All | +80.1% | +114.6% | -34.5% | +22.7% |
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