+18.8%
CLF vs EAT
+37.5%
-18.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +7.6% | 0.0% | +7.6% | +7.5% |
| 30D | -1.2% | +1.9% | -3.1% | -1.7% |
| 3M | -13.4% | +68.7% | -82.0% | -24.8% |
| 6M | +15.4% | +66.9% | -51.5% | -0.6% |
| YTD | -5.9% | +60.4% | -66.3% | -17.5% |
| 1Y | +18.8% | +44.0% | -25.2% | +6.5% |
| All | +18.8% | +37.5% | -18.6% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling