+80.1%
CLF vs EMR
+319.4%
-239.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.4% | +2.6% | +2.6% |
| 7D | -14.1% | +2.1% | -16.2% | -15.7% |
| 30D | -5.5% | +4.8% | -10.3% | -9.6% |
| 3M | 0.0% | +7.5% | -7.5% | -7.0% |
| 6M | +11.3% | +20.9% | -9.6% | -7.3% |
| YTD | -7.7% | +29.2% | -36.9% | -29.4% |
| 1Y | +17.5% | +33.0% | -15.4% | -12.6% |
| 3Y | -25.4% | +109.8% | -135.2% | -65.6% |
| 5Y | -46.0% | +91.9% | -137.9% | -72.8% |
| 10Y | +80.1% | +301.5% | -221.4% | -55.3% |
| All | +80.1% | +319.4% | -239.3% | -55.3% |
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