+87.5%
CLF vs ECL
+196.0%
-108.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | +2.3% | -2.3% | +4.6% | +4.5% |
| 30D | +1.9% | +8.3% | -6.3% | -4.6% |
| 3M | +5.9% | +8.4% | -2.6% | -1.4% |
| 6M | +16.9% | +23.3% | -6.4% | -2.1% |
| YTD | -1.1% | +18.2% | -19.3% | -14.3% |
| 1Y | +28.8% | +18.8% | +10.1% | +11.0% |
| 3Y | -20.6% | +78.5% | -99.1% | -53.1% |
| 5Y | -41.5% | +40.1% | -81.6% | -57.7% |
| 10Y | +87.5% | +196.5% | -109.0% | -24.5% |
| All | +87.5% | +196.0% | -108.5% | -24.5% |
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