-34.0%
CLF vs EL
+3.8%
-37.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.6% | +0.9% |
| 7D | -19.6% | +0.8% | -20.3% | -19.9% |
| 30D | -5.0% | +16.5% | -21.5% | -10.1% |
| 3M | -6.3% | +29.2% | -35.5% | -15.4% |
| 6M | +2.8% | +27.9% | -25.1% | -7.3% |
| YTD | -13.7% | +6.2% | -19.9% | -18.3% |
| 1Y | +13.6% | +27.2% | -13.6% | -0.4% |
| 3Y | -34.0% | +3.2% | -37.2% | -45.7% |
| All | -34.0% | +3.8% | -37.8% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling