+618.5%
CLF vs ECL
+14,294.1%
-13,675.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.3% | -10.3% |
| 7D | -21.0% | +1.7% | -22.6% | -21.9% |
| 30D | -8.0% | +8.9% | -16.9% | -13.5% |
| 3M | -10.9% | +7.4% | -18.3% | -15.7% |
| 6M | +5.8% | +19.3% | -13.5% | -7.0% |
| YTD | -15.1% | +17.4% | -32.6% | -24.6% |
| 1Y | +7.2% | +19.4% | -12.2% | -5.8% |
| 3Y | -34.2% | +80.5% | -114.7% | -57.6% |
| 5Y | -49.6% | +40.2% | -89.8% | -61.7% |
| 10Y | +109.9% | +207.8% | -97.9% | -1.9% |
| All | +618.5% | +14,294.1% | -13,675.6% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling