+28.8%
CLF vs ED
+24.8%
+4.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.1% |
| 7D | +2.3% | -0.9% | +3.3% | +1.8% |
| 30D | +1.9% | +11.2% | -9.2% | +8.4% |
| 3M | +5.9% | +11.8% | -5.9% | +12.6% |
| 6M | +16.9% | +14.1% | +2.8% | +26.6% |
| YTD | -1.1% | +23.0% | -24.0% | +6.5% |
| 1Y | +28.8% | +23.7% | +5.2% | +40.9% |
| All | +28.8% | +24.8% | +4.0% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling