+116.3%
CLF vs EOG
+110.9%
+5.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.7% |
| 30D | +0.2% | +7.9% | -7.6% | -4.1% |
| 3M | -3.1% | +4.5% | -7.6% | -6.9% |
| 6M | +25.0% | +12.3% | +12.7% | +13.1% |
| YTD | -7.5% | +41.9% | -49.3% | -27.1% |
| 1Y | +11.5% | +27.8% | -16.3% | -6.9% |
| 3Y | -13.7% | +21.8% | -35.5% | -26.4% |
| 5Y | -47.0% | +174.0% | -221.0% | -73.1% |
| 10Y | +116.3% | +110.4% | +6.0% | +7.8% |
| All | +116.3% | +110.9% | +5.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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