-13.7%
CLF vs EME
+249.1%
-262.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.9% |
| 7D | +6.5% | +5.2% | +1.3% | +4.0% |
| 30D | +0.2% | -5.4% | +5.6% | +2.7% |
| 3M | -3.1% | -6.1% | +3.0% | -1.0% |
| 6M | +25.0% | +9.7% | +15.4% | +17.3% |
| YTD | -7.5% | +26.6% | -34.0% | -20.2% |
| 1Y | +11.5% | +24.6% | -13.1% | -2.1% |
| 3Y | -13.7% | +249.6% | -263.3% | -54.9% |
| All | -13.7% | +249.1% | -262.8% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling