-20.8%
CLF vs BWA
+64.3%
-85.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +16.0% | +7.3% | +8.7% | +11.5% |
| 30D | +1.6% | -15.8% | +17.4% | +11.7% |
| 3M | +6.7% | -25.7% | +32.4% | +25.3% |
| 6M | +21.1% | -19.6% | +40.7% | +36.7% |
| YTD | -1.6% | +14.1% | -15.6% | -11.0% |
| 1Y | +18.5% | +12.2% | +6.3% | +8.1% |
| All | -20.8% | +64.3% | -85.1% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling