-34.0%
CLF vs EMR
+85.7%
-119.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.8% |
| 7D | -19.6% | -1.6% | -18.0% | -18.4% |
| 30D | -5.0% | +2.0% | -6.9% | -6.4% |
| 3M | -6.3% | +3.8% | -10.1% | -9.4% |
| 6M | +2.8% | +10.5% | -7.7% | -5.4% |
| YTD | -13.7% | +23.7% | -37.4% | -28.9% |
| 1Y | +13.6% | +25.4% | -11.8% | -7.5% |
| 3Y | -34.0% | +86.6% | -120.5% | -56.1% |
| All | -34.0% | +85.7% | -119.7% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling