+418.0%
CLF vs BWA
+3,492.4%
-3,074.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.1% |
| 7D | +7.6% | +5.7% | +1.9% | +4.0% |
| 30D | -1.2% | +1.4% | -2.6% | -2.0% |
| 3M | -13.4% | -12.1% | -1.3% | -6.2% |
| 6M | +15.4% | +28.6% | -13.1% | -1.6% |
| YTD | -5.9% | +51.1% | -57.0% | -29.5% |
| 1Y | +18.8% | +55.9% | -37.1% | -13.9% |
| 3Y | -19.4% | +70.1% | -89.5% | -46.2% |
| 5Y | -47.7% | +90.7% | -138.4% | -68.3% |
| 10Y | +130.4% | +154.0% | -23.6% | +14.5% |
| All | +418.0% | +3,492.4% | -3,074.3% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling