+696.9%
CLF vs ED
+2,217.3%
-1,520.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | -1.2% | -0.1% | -1.0% | -1.3% |
| 3M | -13.4% | +3.9% | -17.3% | -15.2% |
| 6M | +15.4% | -3.0% | +18.5% | +16.0% |
| YTD | -5.9% | +10.7% | -16.6% | -10.9% |
| 1Y | +18.8% | +13.3% | +5.5% | +10.7% |
| 3Y | -19.4% | +34.5% | -53.9% | -32.8% |
| 5Y | -47.7% | +67.1% | -114.9% | -61.3% |
| 10Y | +130.4% | +103.0% | +27.3% | +44.3% |
| All | +696.9% | +2,217.3% | -1,520.4% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling