-14.1%
CLF vs EFV
+248.5%
-262.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.5% |
| 7D | -9.1% | +2.1% | -11.2% | -12.4% |
| 30D | -0.9% | +3.1% | -4.0% | -6.3% |
| 3M | +3.0% | -1.3% | +4.3% | +4.1% |
| 6M | +16.7% | +6.0% | +10.7% | +5.7% |
| YTD | -3.2% | +15.8% | -19.0% | -24.1% |
| 1Y | +24.6% | +21.1% | +3.5% | -9.0% |
| 3Y | -22.3% | +91.0% | -113.3% | -72.6% |
| 5Y | -41.2% | +94.3% | -135.5% | -79.2% |
| 10Y | +83.5% | +160.4% | -76.9% | -54.4% |
| All | -14.1% | +248.5% | -262.6% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling