-47.8%
CLF vs EL
-67.1%
+19.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.6% |
| 7D | +7.6% | +0.8% | +6.8% | +7.2% |
| 30D | -1.2% | +19.8% | -21.0% | -8.9% |
| 3M | -13.4% | +25.7% | -39.1% | -21.9% |
| 6M | +15.4% | +5.4% | +10.0% | +10.7% |
| YTD | -5.9% | +0.2% | -6.1% | -9.2% |
| 1Y | +18.8% | +20.4% | -1.6% | +5.8% |
| 3Y | -19.4% | -32.1% | +12.7% | -14.7% |
| All | -47.8% | -67.1% | +19.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling