-46.0%
CLF vs EME
+407.9%
-453.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.3% | -0.3% | +3.0% |
| 7D | -14.1% | -4.4% | -9.7% | -11.7% |
| 30D | -5.5% | -17.3% | +11.7% | +4.6% |
| 3M | 0.0% | -20.0% | +20.0% | +12.1% |
| 6M | +11.3% | -29.1% | +40.3% | +31.9% |
| YTD | -7.7% | +6.9% | -14.6% | -15.1% |
| 1Y | +17.5% | +0.8% | +16.8% | +11.9% |
| 3Y | -25.4% | +214.4% | -239.8% | -68.7% |
| 5Y | -46.0% | +404.2% | -450.1% | -85.2% |
| All | -46.0% | +407.9% | -453.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling