+42.5%
CLF vs EOSE
-60.2%
+102.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.8% |
| 7D | -3.7% | +14.0% | -17.7% | -5.1% |
| 30D | -4.7% | -5.9% | +1.2% | -4.4% |
| 3M | -4.7% | -34.3% | +29.6% | -1.8% |
| 6M | +24.0% | -37.8% | +61.8% | +27.2% |
| YTD | -10.9% | -65.2% | +54.3% | -5.5% |
| 1Y | +4.0% | -41.9% | +46.0% | +3.5% |
| 3Y | -16.9% | +44.6% | -61.5% | -31.8% |
| 5Y | -49.3% | -69.2% | +19.9% | -56.9% |
| All | +42.5% | -60.2% | +102.7% | +38.7% |
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