-47.8%
CLF vs EFX
-33.8%
-14.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +4.1% |
| 7D | +7.6% | -8.6% | +16.2% | +11.0% |
| 30D | -1.2% | +0.1% | -1.3% | -1.9% |
| 3M | -13.4% | +3.8% | -17.2% | -16.1% |
| 6M | +15.4% | -13.5% | +28.9% | +20.0% |
| YTD | -5.9% | -17.7% | +11.8% | -1.3% |
| 1Y | +18.8% | -25.6% | +44.4% | +29.9% |
| 3Y | -19.4% | -12.1% | -7.3% | -24.3% |
| All | -47.8% | -33.8% | -14.0% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling