-34.4%
CLF vs BTSG
+416.6%
-450.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.7% | +2.9% | -5.5% | -3.5% |
| 30D | -3.2% | +0.9% | -4.1% | -3.7% |
| 3M | -5.0% | +1.6% | -6.6% | -6.7% |
| 6M | +26.6% | +46.8% | -20.2% | +9.7% |
| YTD | -9.0% | +65.5% | -74.5% | -24.2% |
| 1Y | +11.8% | +136.2% | -124.4% | -17.1% |
| All | -34.4% | +416.6% | -450.9% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling