-40.3%
CLF vs ET
+1,435.0%
-1,475.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | +0.9% | +6.7% | +7.1% |
| 30D | -1.2% | +7.5% | -8.7% | -5.3% |
| 3M | -13.4% | +11.4% | -24.8% | -18.8% |
| 6M | +15.4% | +18.5% | -3.1% | +3.6% |
| YTD | -5.9% | +37.4% | -43.3% | -22.5% |
| 1Y | +18.8% | +30.9% | -12.1% | +0.6% |
| 3Y | -19.4% | +98.7% | -118.1% | -46.4% |
| 5Y | -47.7% | +230.7% | -278.4% | -73.9% |
| 10Y | +130.4% | +175.6% | -45.2% | +15.4% |
| All | -40.3% | +1,435.0% | -1,475.3% | -96.6% |
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 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