-41.8%
CLF vs EAT
+363.9%
-405.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.4% | -4.0% | +14.4% | +11.4% |
| 30D | +0.6% | -2.9% | +3.5% | +0.5% |
| 3M | +4.1% | -16.9% | +21.0% | +8.2% |
| 6M | +15.1% | +57.0% | -41.9% | -1.6% |
| YTD | -4.7% | +38.2% | -42.9% | -16.3% |
| 1Y | +20.4% | +69.3% | -48.9% | -0.7% |
| 3Y | -23.4% | +483.0% | -506.4% | -58.7% |
| All | -41.8% | +363.9% | -405.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling