-34.0%
CLF vs EAT
+486.0%
-520.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.3% |
| 7D | -19.6% | -2.6% | -16.9% | -19.2% |
| 30D | -5.0% | +11.5% | -16.4% | -7.7% |
| 3M | -6.3% | -9.1% | +2.8% | -5.1% |
| 6M | +2.8% | +40.4% | -37.6% | -7.7% |
| YTD | -13.7% | +43.9% | -57.6% | -23.5% |
| 1Y | +13.6% | +101.9% | -88.4% | -8.2% |
| 3Y | -34.0% | +489.9% | -523.8% | -58.6% |
| All | -34.0% | +486.0% | -520.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling