+280.4%
CLF vs EL
+1,792.3%
-1,511.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -6.3% | +29.2% | -35.5% | -19.4% |
| 6M | +2.8% | +27.9% | -25.1% | -11.9% |
| YTD | -13.7% | +6.2% | -19.9% | -21.1% |
| 1Y | +13.6% | +27.2% | -13.6% | -5.6% |
| 3Y | -34.0% | +3.2% | -37.2% | -43.7% |
| 5Y | -48.7% | -66.0% | +17.2% | -25.1% |
| 10Y | +113.4% | +58.3% | +55.1% | +41.9% |
| All | +280.4% | +1,792.3% | -1,511.9% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling