+80.4%
CLF vs EMR
+279.1%
-198.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +16.0% | +2.7% | +13.3% | +13.1% |
| 30D | +1.6% | +2.1% | -0.5% | -0.3% |
| 3M | +6.7% | +2.3% | +4.4% | +4.3% |
| 6M | +21.1% | +22.5% | -1.4% | -0.5% |
| YTD | -1.6% | +27.2% | -28.8% | -23.7% |
| 1Y | +18.5% | +28.0% | -9.5% | -8.7% |
| 3Y | -21.0% | +103.4% | -124.5% | -62.5% |
| 5Y | -41.4% | +88.2% | -129.5% | -69.9% |
| All | +80.4% | +279.1% | -198.7% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling