-37.8%
CLF vs BTSG
+459.6%
-497.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | -19.6% | +0.4% | -20.0% | -19.5% |
| 30D | -5.0% | +5.3% | -10.2% | -6.4% |
| 3M | -6.3% | +10.8% | -17.1% | -9.6% |
| 6M | +2.8% | +27.3% | -24.5% | -6.5% |
| YTD | -13.7% | +79.3% | -93.0% | -30.0% |
| 1Y | +13.6% | +106.0% | -92.4% | -11.9% |
| All | -37.8% | +459.6% | -497.4% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling