+18.8%
CLF vs BWA
+15.7%
+3.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.4% | +1.6% | +4.3% |
| 7D | -14.1% | -0.6% | -13.5% | -13.6% |
| 30D | -5.5% | -16.1% | +10.5% | +2.3% |
| 3M | 0.0% | -24.6% | +24.6% | +13.7% |
| 6M | +11.3% | -15.7% | +26.9% | +22.7% |
| YTD | -7.7% | +15.1% | -22.8% | -12.1% |
| All | +18.8% | +15.7% | +3.1% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling