+120.3%
CLF vs ET
+179.3%
-59.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.7% | +1.4% | -5.0% | -4.5% |
| 30D | -4.7% | +4.6% | -9.2% | -7.3% |
| 3M | -4.7% | +16.0% | -20.7% | -13.4% |
| 6M | +24.0% | +22.8% | +1.2% | +7.9% |
| YTD | -10.9% | +38.9% | -49.8% | -28.5% |
| 1Y | +4.0% | +34.1% | -30.0% | -14.5% |
| 3Y | -16.9% | +98.8% | -115.7% | -46.8% |
| 5Y | -49.3% | +246.8% | -296.1% | -76.9% |
| All | +120.3% | +179.3% | -59.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling