+374.9%
CLF vs BWA
+2,496.1%
-2,121.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | 0.0% |
| 7D | -19.6% | -5.5% | -14.1% | -16.3% |
| 30D | -5.0% | -21.7% | +16.8% | +10.9% |
| 3M | -6.3% | -25.6% | +19.3% | +12.5% |
| 6M | +2.8% | -17.4% | +20.2% | +15.6% |
| YTD | -13.7% | +9.2% | -22.9% | -21.1% |
| 1Y | +13.6% | +9.7% | +3.8% | +3.3% |
| 3Y | -34.0% | +54.6% | -88.6% | -52.9% |
| 5Y | -48.7% | +26.8% | -75.5% | -59.9% |
| 10Y | +113.4% | +89.0% | +24.5% | +27.4% |
| All | +374.9% | +2,496.1% | -2,121.2% | +21.4% |
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