+20.4%
CLF vs EME
+3.0%
+17.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.4% | +8.4% | +2.0% | +6.8% |
| 30D | +0.6% | -11.5% | +12.0% | +5.1% |
| 3M | +4.1% | -20.6% | +24.7% | +12.8% |
| 6M | +15.1% | -28.5% | +43.6% | +31.1% |
| YTD | -4.7% | +8.0% | -12.8% | -12.2% |
| 1Y | +20.4% | +6.8% | +13.6% | +12.0% |
| All | +20.4% | +3.0% | +17.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling