+80.4%
CLF vs EFX
+79.2%
+1.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +16.0% | -3.6% | +19.6% | +17.8% |
| 30D | +1.6% | +25.3% | -23.7% | -9.8% |
| 3M | +6.7% | +3.8% | +2.9% | +2.4% |
| 6M | +21.1% | +12.7% | +8.4% | +9.9% |
| YTD | -1.6% | -13.1% | +11.6% | -0.6% |
| 1Y | +18.5% | -9.3% | +27.8% | +16.8% |
| 3Y | -21.0% | +3.5% | -24.6% | -32.7% |
| 5Y | -41.4% | -30.6% | -10.8% | -38.5% |
| All | +80.4% | +79.2% | +1.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling