+719.8%
CLF vs EOG
+7,795.6%
-7,075.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +3.8% |
| 7D | -9.1% | -2.4% | -6.7% | -7.7% |
| 30D | -0.9% | +2.9% | -3.9% | -2.3% |
| 3M | +3.0% | +7.2% | -4.3% | -0.9% |
| 6M | +16.7% | +18.2% | -1.5% | +5.1% |
| YTD | -3.2% | +48.9% | -52.0% | -23.5% |
| 1Y | +24.6% | +46.7% | -22.1% | -1.1% |
| 3Y | -22.3% | +37.4% | -59.7% | -36.0% |
| 5Y | -41.2% | +103.9% | -145.1% | -61.9% |
| 10Y | +83.5% | +127.0% | -43.5% | +1.9% |
| All | +719.8% | +7,795.6% | -7,075.8% | +190.8% |
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 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