+50.6%
CLF vs EOSE
-61.3%
+111.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +0.7% |
| 7D | +7.6% | +19.0% | -11.4% | +5.6% |
| 30D | -1.2% | +1.6% | -2.8% | -1.6% |
| 3M | -13.4% | -52.0% | +38.6% | -7.8% |
| 6M | +15.4% | -42.5% | +57.9% | +19.4% |
| YTD | -5.9% | -66.1% | +60.3% | +0.2% |
| 1Y | +18.8% | -47.1% | +66.0% | +19.4% |
| 3Y | -19.4% | +0.8% | -20.2% | -31.3% |
| 5Y | -47.7% | -71.7% | +23.9% | -55.1% |
| All | +50.6% | -61.3% | +111.9% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling