+52.4%
CLF vs EOSE
-81.0%
+133.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.8% |
| 7D | +10.4% | +9.8% | +0.6% | +9.1% |
| 30D | +0.6% | -2.1% | +2.6% | 0.0% |
| 3M | +4.1% | -54.1% | +58.2% | +10.8% |
| 6M | +15.1% | -76.9% | +92.0% | +29.9% |
| YTD | -4.7% | -83.3% | +78.6% | +7.5% |
| 1Y | +20.4% | -87.4% | +107.8% | +39.0% |
| 3Y | -23.4% | +61.9% | -85.2% | -38.5% |
| 5Y | -43.3% | -82.1% | +38.8% | -49.8% |
| All | +52.4% | -81.0% | +133.4% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling