-14.2%
CLF vs ET
+97.4%
-111.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -3.2% | +5.3% | -8.5% | -6.1% |
| 3M | -5.0% | +15.6% | -20.6% | -13.1% |
| 6M | +26.6% | +20.6% | +6.0% | +11.2% |
| YTD | -9.0% | +38.5% | -47.5% | -28.1% |
| 1Y | +11.8% | +35.7% | -23.9% | -10.3% |
| All | -14.2% | +97.4% | -111.5% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling