-34.0%
CLF vs EOG
+26.6%
-60.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.9% |
| 7D | -19.6% | -11.1% | -8.5% | -14.9% |
| 30D | -5.0% | +2.7% | -7.7% | -6.1% |
| 3M | -6.3% | +8.8% | -15.0% | -10.4% |
| 6M | +2.8% | +10.8% | -8.0% | -4.8% |
| YTD | -13.7% | +44.6% | -58.3% | -36.4% |
| 1Y | +13.6% | +44.6% | -31.0% | -16.9% |
| 3Y | -34.0% | +29.5% | -63.5% | -47.3% |
| All | -34.0% | +26.6% | -60.6% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling