+18.8%
CLF vs BTSG
+152.4%
-133.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +7.6% | +2.7% | +4.9% | +6.8% |
| 30D | -1.2% | -3.6% | +2.4% | -0.4% |
| 3M | -13.4% | +5.8% | -19.2% | -16.2% |
| 6M | +15.4% | +44.7% | -29.3% | +0.5% |
| YTD | -5.9% | +62.2% | -68.0% | -20.1% |
| 1Y | +18.8% | +152.1% | -133.3% | +2.4% |
| All | +18.8% | +152.4% | -133.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling