+18.5%
CLF vs EOG
+47.9%
-29.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +16.0% | +7.4% | +8.6% | +16.0% |
| 30D | +1.6% | +2.3% | -0.7% | +1.7% |
| 3M | +6.7% | +9.5% | -2.8% | +7.4% |
| 6M | +21.1% | +17.7% | +3.5% | +22.6% |
| YTD | -1.6% | +52.9% | -54.5% | -13.6% |
| 1Y | +18.5% | +47.7% | -29.2% | +4.4% |
| All | +18.5% | +47.9% | -29.4% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling