+87.5%
CLF vs EAT
+333.9%
-246.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.3% |
| 7D | +2.3% | -8.9% | +11.3% | +5.5% |
| 30D | +1.9% | +3.4% | -1.5% | -0.3% |
| 3M | +5.9% | -9.3% | +15.2% | +7.4% |
| 6M | +16.9% | +43.8% | -26.9% | +0.1% |
| YTD | -1.1% | +39.9% | -40.9% | -15.6% |
| 1Y | +28.8% | +89.7% | -60.9% | -1.3% |
| 3Y | -20.6% | +491.3% | -511.9% | -61.7% |
| 5Y | -41.5% | +365.4% | -406.9% | -71.3% |
| 10Y | +87.5% | +325.9% | -238.4% | +20.7% |
| All | +87.5% | +333.9% | -246.4% | +20.7% |
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