-17.5%
CLF vs BWA
+71.5%
-89.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.3% |
| 7D | +7.6% | +5.7% | +1.9% | +4.6% |
| 30D | -1.2% | +1.4% | -2.6% | -1.9% |
| 3M | -13.4% | -12.1% | -1.3% | -7.5% |
| 6M | +15.4% | +28.6% | -13.1% | +2.6% |
| YTD | -5.9% | +51.1% | -57.0% | -25.2% |
| 1Y | +18.8% | +55.9% | -37.1% | -8.2% |
| All | -17.5% | +71.5% | -89.0% | -43.5% |
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 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