+116.3%
CLF vs BWA
+142.9%
-26.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.4% |
| 7D | +6.5% | +4.3% | +2.2% | +3.6% |
| 30D | +0.2% | -2.9% | +3.1% | +2.3% |
| 3M | -3.1% | -12.4% | +9.3% | +6.0% |
| 6M | +25.0% | +28.6% | -3.5% | +5.4% |
| YTD | -7.5% | +48.2% | -55.7% | -31.5% |
| 1Y | +11.5% | +50.9% | -39.4% | -19.7% |
| 3Y | -13.7% | +72.2% | -85.9% | -45.3% |
| 5Y | -47.0% | +91.1% | -138.0% | -70.0% |
| 10Y | +116.3% | +144.0% | -27.7% | +2.0% |
| All | +116.3% | +142.9% | -26.6% | +2.0% |
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