+630.6%
CLF vs BTI
+6,777.2%
-6,146.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.9% |
| 7D | -19.6% | -1.0% | -18.6% | -19.5% |
| 30D | -5.0% | +13.0% | -17.9% | -9.7% |
| 3M | -6.3% | +5.3% | -11.6% | -9.0% |
| 6M | +2.8% | +5.3% | -2.5% | -1.2% |
| YTD | -13.7% | +12.4% | -26.1% | -18.9% |
| 1Y | +13.6% | +18.9% | -5.4% | +4.6% |
| 3Y | -34.0% | +144.0% | -178.0% | -54.7% |
| 5Y | -48.7% | +156.3% | -205.0% | -65.5% |
| 10Y | +113.4% | +115.3% | -1.8% | +49.7% |
| All | +630.6% | +6,777.2% | -6,146.6% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling