-47.0%
CLF vs EFV
+96.3%
-143.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.6% |
| 7D | +6.5% | +1.0% | +5.5% | +4.9% |
| 30D | +0.2% | +0.2% | +0.1% | -0.1% |
| 3M | -3.1% | +9.6% | -12.7% | -15.9% |
| 6M | +25.0% | +14.0% | +11.0% | +2.6% |
| YTD | -7.5% | +18.5% | -25.9% | -28.7% |
| 1Y | +11.5% | +27.9% | -16.4% | -23.3% |
| 3Y | -13.7% | +92.4% | -106.1% | -68.5% |
| 5Y | -47.0% | +97.2% | -144.1% | -80.4% |
| All | -47.0% | +96.3% | -143.3% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling