-47.0%
CLF vs ET
+235.7%
-282.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.5% | +0.4% | +6.1% | +6.2% |
| 30D | +0.2% | +6.9% | -6.6% | -4.3% |
| 3M | -3.1% | +13.1% | -16.2% | -11.3% |
| 6M | +25.0% | +18.7% | +6.3% | +9.4% |
| YTD | -7.5% | +37.4% | -44.9% | -27.7% |
| 1Y | +11.5% | +34.8% | -23.3% | -11.6% |
| 3Y | -13.7% | +96.8% | -110.5% | -49.1% |
| 5Y | -47.0% | +238.2% | -285.2% | -78.1% |
| All | -47.0% | +235.7% | -282.7% | -78.1% |
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