-51.4%
CLF vs EFX
-31.2%
-20.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.4% |
| 7D | -19.6% | +2.7% | -22.3% | -20.4% |
| 30D | -5.0% | +33.1% | -38.1% | -14.6% |
| 3M | -6.3% | +8.2% | -14.5% | -10.2% |
| 6M | +2.8% | +10.2% | -7.4% | -3.3% |
| YTD | -13.7% | -11.8% | -1.9% | -12.5% |
| 1Y | +13.6% | -6.1% | +19.7% | +11.7% |
| 3Y | -34.0% | +7.5% | -41.5% | -44.1% |
| All | -51.4% | -31.2% | -20.2% | -53.0% |
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 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