+99.7%
CLF vs ED
+129.3%
-29.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | -19.6% | +1.6% | -21.2% | -19.8% |
| 30D | -5.0% | +13.3% | -18.3% | -6.6% |
| 3M | -6.3% | +9.7% | -16.0% | -7.5% |
| 6M | +2.8% | +12.8% | -10.0% | +1.0% |
| YTD | -13.7% | +22.3% | -36.0% | -16.6% |
| 1Y | +13.6% | +26.3% | -12.7% | +9.2% |
| 3Y | -34.0% | +45.0% | -79.0% | -39.6% |
| 5Y | -48.7% | +80.2% | -128.9% | -55.3% |
| All | +99.7% | +129.3% | -29.6% | +121.8% |
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