-13.7%
CLF vs EFV
+92.7%
-106.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.7% |
| 7D | +6.5% | +1.0% | +5.5% | +5.0% |
| 30D | +0.2% | +0.2% | +0.1% | 0.0% |
| 3M | -3.1% | +9.6% | -12.7% | -15.4% |
| 6M | +25.0% | +14.0% | +11.0% | +3.9% |
| YTD | -7.5% | +18.5% | -25.9% | -27.7% |
| 1Y | +11.5% | +27.9% | -16.4% | -21.6% |
| 3Y | -13.7% | +92.4% | -106.1% | -63.1% |
| All | -13.7% | +92.7% | -106.4% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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