+20.2%
CLF vs EAT
+109.8%
-89.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.3% | -15.5% | -9.8% |
| 7D | -7.9% | -0.1% | -7.8% | -7.8% |
| 30D | +5.2% | +13.5% | -8.3% | +3.2% |
| 3M | +4.3% | +1.0% | +3.3% | +4.1% |
| 6M | +25.3% | +57.3% | -32.0% | +10.7% |
| YTD | -3.3% | +53.6% | -56.9% | -14.0% |
| 1Y | +20.2% | +110.8% | -90.6% | -6.4% |
| All | +20.2% | +109.8% | -89.6% | -6.4% |
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