+696.9%
CLF vs ECL
+13,009.7%
-12,312.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | -2.6% | +10.2% | +9.5% |
| 30D | -1.2% | -2.2% | +1.0% | +0.1% |
| 3M | -13.4% | +10.1% | -23.5% | -19.4% |
| 6M | +15.4% | -5.7% | +21.2% | +19.5% |
| YTD | -5.9% | +7.0% | -12.8% | -10.5% |
| 1Y | +18.8% | +2.7% | +16.2% | +15.9% |
| 3Y | -19.4% | +57.7% | -77.1% | -42.8% |
| 5Y | -47.7% | +31.1% | -78.9% | -58.4% |
| 10Y | +130.4% | +150.9% | -20.5% | +23.9% |
| All | +696.9% | +13,009.7% | -12,312.8% | +69.9% |
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