-20.8%
CLF vs EAT
+474.6%
-495.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | +16.0% | -7.1% | +23.0% | +17.6% |
| 30D | +1.6% | -2.3% | +4.0% | +1.5% |
| 3M | +6.7% | -19.6% | +26.3% | +11.2% |
| 6M | +21.1% | +46.0% | -24.9% | +7.3% |
| YTD | -1.6% | +37.7% | -39.3% | -12.0% |
| 1Y | +18.5% | +73.8% | -55.3% | -0.6% |
| All | -20.8% | +474.6% | -495.5% | -48.6% |
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