+681.6%
CLF vs EOG
+7,635.1%
-6,953.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.1% | +6.5% |
| 7D | -14.1% | -6.0% | -8.1% | -11.1% |
| 30D | -5.5% | +0.9% | -6.4% | -5.9% |
| 3M | 0.0% | +10.9% | -10.9% | -5.5% |
| 6M | +11.3% | +15.8% | -4.5% | +1.3% |
| YTD | -7.7% | +45.8% | -53.5% | -26.3% |
| 1Y | +17.5% | +45.3% | -27.7% | -6.3% |
| 3Y | -25.4% | +36.2% | -61.6% | -38.3% |
| 5Y | -46.0% | +94.0% | -139.9% | -64.1% |
| 10Y | +80.1% | +120.5% | -40.4% | +1.4% |
| All | +681.6% | +7,635.1% | -6,953.5% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling