+80.1%
CLF vs EAT
+375.0%
-294.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +7.5% |
| 7D | -14.1% | -3.9% | -10.2% | -13.2% |
| 30D | -5.5% | +5.0% | -10.5% | -8.0% |
| 3M | 0.0% | -9.6% | +9.6% | +1.6% |
| 6M | +11.3% | +46.8% | -35.5% | -5.3% |
| YTD | -7.7% | +41.8% | -49.5% | -21.5% |
| 1Y | +17.5% | +98.3% | -80.7% | -11.2% |
| 3Y | -25.4% | +503.1% | -528.5% | -64.3% |
| 5Y | -46.0% | +356.7% | -402.6% | -73.3% |
| 10Y | +80.1% | +349.8% | -269.7% | +0.2% |
| All | +80.1% | +375.0% | -294.9% | +0.2% |
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