+696.9%
CLF vs EIX
+1,083.9%
-387.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +7.6% | -19.1% | +26.7% | +13.7% |
| 30D | -1.2% | -16.9% | +15.7% | +3.1% |
| 3M | -13.4% | -20.0% | +6.6% | -8.7% |
| 6M | +15.4% | -21.3% | +36.7% | +22.2% |
| YTD | -5.9% | -1.7% | -4.2% | -8.3% |
| 1Y | +18.8% | +9.6% | +9.3% | +10.9% |
| 3Y | -19.4% | -3.7% | -15.7% | -23.2% |
| 5Y | -47.7% | +22.6% | -70.3% | -54.6% |
| 10Y | +130.4% | +17.7% | +112.7% | +95.7% |
| All | +696.9% | +1,083.9% | -387.1% | +339.3% |
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