+83.5%
CLF vs ED
+136.7%
-53.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.8% |
| 7D | -9.1% | +2.1% | -11.2% | -9.4% |
| 30D | -0.9% | +12.4% | -13.3% | -2.7% |
| 3M | +3.0% | +13.1% | -10.2% | +1.0% |
| 6M | +16.7% | +14.1% | +2.6% | +14.1% |
| YTD | -3.2% | +23.1% | -26.2% | -6.8% |
| 1Y | +24.6% | +25.4% | -0.8% | +19.4% |
| 3Y | -22.3% | +47.9% | -70.1% | -29.9% |
| 5Y | -41.2% | +81.9% | -123.1% | -49.6% |
| 10Y | +83.5% | +141.3% | -57.7% | +84.4% |
| All | +83.5% | +136.7% | -53.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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