+83.5%
CLF vs ECL
+196.4%
-112.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.4% |
| 30D | -0.9% | +8.6% | -9.5% | -7.5% |
| 3M | +3.0% | +7.9% | -4.9% | -3.7% |
| 6M | +16.7% | +21.0% | -4.3% | -0.9% |
| YTD | -3.2% | +17.5% | -20.7% | -15.8% |
| 1Y | +24.6% | +19.7% | +5.0% | +6.7% |
| 3Y | -22.3% | +77.4% | -99.7% | -53.9% |
| 5Y | -41.2% | +38.7% | -79.9% | -57.2% |
| 10Y | +83.5% | +193.5% | -110.0% | -25.8% |
| All | +83.5% | +196.4% | -112.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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