+83.5%
CLF vs EME
+914.8%
-831.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.7% |
| 7D | -9.1% | -8.8% | -0.3% | -3.0% |
| 30D | -0.9% | -18.2% | +17.3% | +13.2% |
| 3M | +3.0% | -20.2% | +23.2% | +18.6% |
| 6M | +16.7% | -29.9% | +46.6% | +43.7% |
| YTD | -3.2% | +5.7% | -8.9% | -12.3% |
| 1Y | +24.6% | -1.5% | +26.1% | +18.6% |
| 3Y | -22.3% | +208.4% | -230.7% | -71.3% |
| 5Y | -41.2% | +401.9% | -443.1% | -85.6% |
| All | +83.5% | +914.8% | -831.3% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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