+123.7%
CLF vs EAT
+392.1%
-268.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +7.6% | 0.0% | +7.6% | +7.5% |
| 30D | -1.2% | +1.9% | -3.1% | -2.2% |
| 3M | -13.4% | +68.7% | -82.0% | -28.5% |
| 6M | +15.4% | +66.9% | -51.5% | -5.7% |
| YTD | -5.9% | +60.4% | -66.3% | -22.3% |
| 1Y | +18.8% | +44.0% | -25.2% | +1.1% |
| 3Y | -19.4% | +604.7% | -624.1% | -63.3% |
| 5Y | -47.7% | +347.0% | -394.7% | -73.8% |
| All | +123.7% | +392.1% | -268.4% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling