-47.8%
CLF vs EMR
+60.6%
-108.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.2% |
| 7D | +7.6% | -1.5% | +9.1% | +9.0% |
| 30D | -1.2% | -5.6% | +4.4% | +4.0% |
| 3M | -13.4% | +7.9% | -21.3% | -19.1% |
| 6M | +15.4% | +6.0% | +9.4% | +9.2% |
| YTD | -5.9% | +16.4% | -22.3% | -19.2% |
| 1Y | +18.8% | +16.6% | +2.2% | +1.5% |
| 3Y | -19.4% | +62.9% | -82.3% | -49.4% |
| All | -47.8% | +60.6% | -108.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling