+20.2%
CLF vs EOSE
-85.5%
+105.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +12.6% | -21.8% | -10.5% |
| 7D | -7.9% | +9.7% | -17.6% | -9.1% |
| 30D | +5.2% | -34.6% | +39.8% | +9.7% |
| 3M | +4.3% | -50.8% | +55.1% | +11.4% |
| 6M | +25.3% | -66.5% | +91.7% | +39.6% |
| YTD | -3.3% | -81.3% | +78.0% | +7.5% |
| 1Y | +20.2% | -84.8% | +105.0% | +37.2% |
| All | +20.2% | -85.5% | +105.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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