-41.8%
CLF vs ET
+215.7%
-257.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +10.4% | +2.5% | +7.8% | +8.6% |
| 30D | +0.6% | -2.5% | +3.0% | +2.6% |
| 3M | +4.1% | -4.9% | +9.0% | +7.8% |
| 6M | +15.1% | -0.1% | +15.2% | +14.6% |
| YTD | -4.7% | +26.2% | -31.0% | -21.3% |
| 1Y | +20.4% | +25.2% | -4.8% | -0.2% |
| 3Y | -23.4% | +84.2% | -107.6% | -53.3% |
| All | -41.8% | +215.7% | -257.5% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling