+20.2%
CLF vs EL
+25.6%
-5.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.3% | -15.5% | -10.2% |
| 7D | -7.9% | +2.5% | -10.4% | -8.3% |
| 30D | +5.2% | +20.1% | -14.8% | +1.3% |
| 3M | +4.3% | +29.3% | -25.0% | -1.2% |
| 6M | +25.3% | +38.8% | -13.5% | +15.9% |
| YTD | -3.3% | +8.1% | -11.4% | -8.4% |
| 1Y | +20.2% | +22.3% | -2.1% | +7.3% |
| All | +20.2% | +25.6% | -5.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling