-41.5%
CLF vs ECL
+39.3%
-80.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | +2.3% | -2.3% | +4.6% | +4.0% |
| 30D | +1.9% | +8.3% | -6.3% | -3.3% |
| 3M | +5.9% | +8.4% | -2.6% | +0.1% |
| 6M | +16.9% | +23.3% | -6.4% | +1.3% |
| YTD | -1.1% | +18.2% | -19.3% | -11.8% |
| 1Y | +28.8% | +18.8% | +10.1% | +14.5% |
| 3Y | -20.6% | +78.5% | -99.1% | -48.5% |
| 5Y | -41.5% | +40.1% | -81.6% | -52.4% |
| All | -41.5% | +39.3% | -80.8% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling