+696.9%
CLF vs BTI
+6,053.3%
-5,356.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +7.6% | -1.4% | +9.0% | +8.1% |
| 30D | -1.2% | -6.6% | +5.4% | +1.1% |
| 3M | -13.4% | -3.0% | -10.4% | -13.3% |
| 6M | +15.4% | -6.7% | +22.1% | +16.8% |
| YTD | -5.9% | +0.6% | -6.4% | -7.1% |
| 1Y | +18.8% | +5.6% | +13.2% | +15.0% |
| 3Y | -19.4% | +110.3% | -129.7% | -41.2% |
| 5Y | -47.7% | +114.3% | -162.0% | -62.1% |
| 10Y | +130.4% | +67.7% | +62.7% | +77.9% |
| All | +696.9% | +6,053.3% | -5,356.5% | +247.9% |
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