+127.6%
CLF vs EME
+1,266.0%
-1,138.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | 0.0% |
| 7D | -2.7% | +2.7% | -5.4% | -4.4% |
| 30D | -3.2% | -6.8% | +3.6% | +1.1% |
| 3M | -5.0% | -8.8% | +3.9% | -1.2% |
| 6M | +26.6% | +5.0% | +21.6% | +18.2% |
| YTD | -9.0% | +23.5% | -32.5% | -25.1% |
| 1Y | +11.8% | +21.3% | -9.5% | -7.0% |
| 3Y | -15.1% | +241.1% | -256.2% | -70.1% |
| 5Y | -48.2% | +549.2% | -597.4% | -89.4% |
| 10Y | +127.6% | +1,306.4% | -1,178.8% | -70.0% |
| All | +127.6% | +1,266.0% | -1,138.4% | -70.0% |
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