-12.8%
CLF vs EOSE
+55.2%
-68.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.5% | -2.6% |
| 7D | +6.5% | +41.4% | -34.9% | +3.1% |
| 30D | +0.2% | +3.6% | -3.4% | -0.4% |
| 3M | -3.1% | -35.7% | +32.6% | -0.4% |
| 6M | +25.0% | -29.9% | +54.9% | +26.7% |
| YTD | -7.5% | -62.5% | +55.0% | -3.5% |
| 1Y | +11.5% | -37.4% | +48.9% | +11.2% |
| All | -12.8% | +55.2% | -68.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling