-48.2%
CLF vs EOSE
-69.1%
+20.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.3% |
| 7D | -2.7% | +15.0% | -17.6% | -4.1% |
| 30D | -3.2% | +2.5% | -5.7% | -3.8% |
| 3M | -5.0% | -33.7% | +28.8% | -2.2% |
| 6M | +26.6% | -32.7% | +59.3% | +28.9% |
| YTD | -9.0% | -63.8% | +54.8% | -3.9% |
| 1Y | +11.8% | -40.5% | +52.4% | +11.1% |
| 3Y | -15.1% | +50.4% | -65.5% | -29.8% |
| 5Y | -48.2% | -68.6% | +20.4% | -50.8% |
| All | -48.2% | -69.1% | +20.9% | -50.8% |
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 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