+630.6%
CLF vs EIX
+1,158.5%
-528.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | -19.6% | +1.0% | -20.6% | -19.9% |
| 30D | -5.0% | +9.1% | -14.1% | -7.9% |
| 3M | -6.3% | -10.2% | +3.9% | -5.1% |
| 6M | +2.8% | -11.2% | +14.0% | +4.2% |
| YTD | -13.7% | +4.5% | -18.2% | -17.9% |
| 1Y | +13.6% | +10.9% | +2.7% | +5.6% |
| 3Y | -34.0% | +8.4% | -42.4% | -39.8% |
| 5Y | -48.7% | +18.0% | -66.7% | -54.9% |
| 10Y | +113.4% | +30.3% | +83.2% | +74.2% |
| All | +630.6% | +1,158.5% | -528.0% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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