-42.8%
CLF vs EOSE
-84.1%
+41.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.4% | +12.3% | +5.6% |
| 7D | -9.1% | -8.4% | -0.6% | -8.5% |
| 30D | -0.9% | -31.0% | +30.0% | +2.0% |
| 3M | +3.0% | -57.0% | +60.0% | +10.2% |
| 6M | +16.7% | -78.3% | +95.0% | +32.1% |
| YTD | -3.2% | -84.8% | +81.7% | +10.0% |
| 1Y | +24.6% | -90.9% | +115.5% | +47.6% |
| 3Y | -22.3% | +35.9% | -58.2% | -35.4% |
| All | -42.8% | -84.1% | +41.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling