-22.3%
CLF vs ED
+47.3%
-69.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +5.2% |
| 7D | -9.1% | +2.1% | -11.2% | -8.2% |
| 30D | -0.9% | +12.4% | -13.3% | +3.6% |
| 3M | +3.0% | +13.1% | -10.2% | +7.8% |
| 6M | +16.7% | +14.1% | +2.6% | +22.8% |
| YTD | -3.2% | +23.1% | -26.2% | +3.9% |
| 1Y | +24.6% | +25.4% | -0.8% | +34.6% |
| 3Y | -22.3% | +47.9% | -70.1% | -22.2% |
| All | -22.3% | +47.3% | -69.6% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling