+80.1%
CLF vs EFX
+63.8%
+16.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.6% | +7.3% |
| 7D | -14.1% | -2.2% | -11.9% | -13.5% |
| 30D | -5.5% | +29.2% | -34.7% | -17.2% |
| 3M | 0.0% | +3.5% | -3.5% | -3.8% |
| 6M | +11.3% | +7.8% | +3.5% | +3.2% |
| YTD | -7.7% | -12.4% | +4.7% | -7.1% |
| 1Y | +17.5% | -8.2% | +25.8% | +15.1% |
| 3Y | -25.4% | +4.7% | -30.1% | -36.7% |
| 5Y | -46.0% | -32.0% | -13.9% | -42.5% |
| 10Y | +80.1% | +69.1% | +11.0% | +9.0% |
| All | +80.1% | +63.8% | +16.2% | +9.0% |
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