+323.4%
CLF vs EME
+61,143.5%
-60,820.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.8% |
| 7D | +7.6% | +1.9% | +5.7% | +6.4% |
| 30D | -1.2% | -8.3% | +7.1% | +3.7% |
| 3M | -13.4% | -10.7% | -2.6% | -9.3% |
| 6M | +15.4% | +1.9% | +13.5% | +11.1% |
| YTD | -5.9% | +23.5% | -29.3% | -19.7% |
| 1Y | +18.8% | +18.0% | +0.9% | +4.0% |
| 3Y | -19.4% | +236.1% | -255.5% | -63.7% |
| 5Y | -47.7% | +527.9% | -575.6% | -83.8% |
| 10Y | +130.4% | +1,252.8% | -1,122.4% | -53.6% |
| All | +323.4% | +61,143.5% | -60,820.1% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling