-34.0%
CLF vs ED
+44.5%
-78.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.8% |
| 7D | -19.6% | +1.6% | -21.2% | -18.9% |
| 30D | -5.0% | +13.3% | -18.3% | -0.6% |
| 3M | -6.3% | +9.7% | -16.0% | -2.9% |
| 6M | +2.8% | +12.8% | -10.0% | +7.7% |
| YTD | -13.7% | +22.3% | -36.0% | -7.7% |
| 1Y | +13.6% | +26.3% | -12.7% | +22.6% |
| 3Y | -34.0% | +45.0% | -79.0% | -33.9% |
| All | -34.0% | +44.5% | -78.5% | -33.9% |
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 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