+696.9%
CLF vs EOG
+7,415.7%
-6,718.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +7.6% | +1.3% | +6.3% | +6.9% |
| 30D | -1.2% | +8.2% | -9.4% | -5.3% |
| 3M | -13.4% | +3.8% | -17.2% | -16.2% |
| 6M | +15.4% | +15.3% | +0.1% | +4.1% |
| YTD | -5.9% | +41.7% | -47.6% | -23.7% |
| 1Y | +18.8% | +23.6% | -4.7% | +3.0% |
| 3Y | -19.4% | +23.3% | -42.7% | -30.2% |
| 5Y | -47.7% | +170.4% | -218.1% | -70.7% |
| 10Y | +130.4% | +125.5% | +4.9% | +28.6% |
| All | +696.9% | +7,415.7% | -6,718.8% | +190.1% |
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