-41.8%
CLF vs BWA
+27.4%
-69.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.4% | +4.3% | +6.1% | +7.8% |
| 30D | +0.6% | -13.0% | +13.6% | +9.0% |
| 3M | +4.1% | -24.8% | +28.9% | +22.3% |
| 6M | +15.1% | -23.5% | +38.6% | +34.1% |
| YTD | -4.7% | +13.8% | -18.6% | -14.2% |
| 1Y | +20.4% | +13.4% | +6.9% | +8.4% |
| 3Y | -23.4% | +62.8% | -86.1% | -46.9% |
| All | -41.8% | +27.4% | -69.2% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling