-39.6%
CLF vs ET
+1,310.3%
-1,349.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.4% | +2.5% | +7.8% | +8.9% |
| 30D | +0.6% | -2.5% | +3.0% | +2.3% |
| 3M | +4.1% | -4.9% | +9.0% | +7.2% |
| 6M | +15.1% | -0.1% | +15.2% | +14.8% |
| YTD | -4.7% | +26.2% | -31.0% | -17.6% |
| 1Y | +20.4% | +25.2% | -4.8% | +4.5% |
| 3Y | -23.4% | +84.2% | -107.6% | -46.6% |
| 5Y | -43.3% | +216.1% | -259.3% | -70.8% |
| 10Y | +80.5% | +160.7% | -80.1% | -6.6% |
| All | -39.6% | +1,310.3% | -1,349.8% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling