+58.3%
CLF vs EOSE
-80.2%
+138.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +14.4% | -12.2% | +0.7% |
| 7D | +2.3% | -7.0% | +9.3% | +3.0% |
| 30D | +1.9% | -16.7% | +18.7% | +3.0% |
| 3M | +5.9% | -53.1% | +58.9% | +12.6% |
| 6M | +16.9% | -76.8% | +93.7% | +32.0% |
| YTD | -1.1% | -82.6% | +81.6% | +11.3% |
| 1Y | +28.8% | -89.3% | +118.1% | +51.0% |
| 3Y | -20.6% | +55.5% | -76.1% | -35.9% |
| 5Y | -41.5% | -81.9% | +40.3% | -48.2% |
| All | +58.3% | -80.2% | +138.5% | +63.4% |
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 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