+99.7%
CLF vs EL
+56.3%
+43.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.6% | +0.6% |
| 7D | -19.6% | +0.8% | -20.3% | -20.1% |
| 30D | -5.0% | +16.5% | -21.5% | -12.3% |
| 3M | -6.3% | +29.2% | -35.5% | -19.3% |
| 6M | +2.8% | +27.9% | -25.1% | -11.8% |
| YTD | -13.7% | +6.2% | -19.9% | -20.9% |
| 1Y | +13.6% | +27.2% | -13.6% | -5.9% |
| 3Y | -34.0% | +3.2% | -37.2% | -44.5% |
| 5Y | -48.7% | -66.0% | +17.2% | -16.6% |
| All | +99.7% | +56.3% | +43.4% | +53.4% |
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