-41.4%
CLF vs ED
+82.8%
-124.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | +16.0% | -1.7% | +17.7% | +15.9% |
| 30D | +1.6% | +10.7% | -9.1% | +1.5% |
| 3M | +6.7% | +11.6% | -4.9% | +6.5% |
| 6M | +21.1% | +13.5% | +7.6% | +20.7% |
| YTD | -1.6% | +23.1% | -24.7% | -3.1% |
| 1Y | +18.5% | +23.1% | -4.6% | +16.7% |
| 3Y | -21.0% | +47.9% | -69.0% | -29.1% |
| 5Y | -41.4% | +83.9% | -125.3% | -50.8% |
| All | -41.4% | +82.8% | -124.2% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling