+83.5%
CLF vs BWA
+95.2%
-11.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +6.2% |
| 7D | -9.1% | -2.4% | -6.6% | -7.1% |
| 30D | -0.9% | -17.7% | +16.8% | +13.0% |
| 3M | +3.0% | -27.0% | +29.9% | +26.7% |
| 6M | +16.7% | -17.3% | +34.0% | +32.0% |
| YTD | -3.2% | +12.9% | -16.0% | -14.5% |
| 1Y | +24.6% | +12.9% | +11.7% | +9.7% |
| 3Y | -22.3% | +62.1% | -84.4% | -49.0% |
| 5Y | -41.2% | +30.7% | -71.9% | -56.9% |
| 10Y | +83.5% | +89.2% | -5.6% | +4.9% |
| All | +83.5% | +95.2% | -11.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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