+80.1%
CLF vs EL
+63.1%
+17.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +5.6% |
| 7D | -14.1% | +8.0% | -22.1% | -17.3% |
| 30D | -5.5% | +15.4% | -21.0% | -12.4% |
| 3M | 0.0% | +28.5% | -28.5% | -13.5% |
| 6M | +11.3% | +32.2% | -21.0% | -6.0% |
| YTD | -7.7% | +9.2% | -16.9% | -16.5% |
| 1Y | +17.5% | +30.8% | -13.2% | -3.8% |
| 3Y | -25.4% | +3.7% | -29.1% | -37.2% |
| 5Y | -46.0% | -64.8% | +18.8% | -13.6% |
| 10Y | +80.1% | +60.0% | +20.0% | +34.4% |
| All | +80.1% | +63.1% | +17.0% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling