-51.4%
CLF vs BTI
+155.8%
-207.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.4% |
| 7D | -19.6% | -1.0% | -18.6% | -19.5% |
| 30D | -5.0% | +13.0% | -17.9% | -8.2% |
| 3M | -6.3% | +5.3% | -11.6% | -8.0% |
| 6M | +2.8% | +5.3% | -2.5% | -0.2% |
| YTD | -13.7% | +12.4% | -26.1% | -18.0% |
| 1Y | +13.6% | +18.9% | -5.4% | +6.1% |
| 3Y | -34.0% | +144.0% | -178.0% | -57.0% |
| All | -51.4% | +155.8% | -207.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling