+18.8%
CLF vs EMR
+19.4%
-0.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.4% |
| 7D | +7.6% | -1.5% | +9.1% | +8.9% |
| 30D | -1.2% | -5.6% | +4.4% | +3.5% |
| 3M | -13.4% | +7.9% | -21.3% | -18.4% |
| 6M | +15.4% | +6.0% | +9.4% | +9.8% |
| YTD | -5.9% | +16.4% | -22.3% | -16.9% |
| 1Y | +18.8% | +16.6% | +2.2% | +4.7% |
| All | +18.8% | +19.4% | -0.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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