-37.6%
CLF vs ET
+1,311.7%
-1,349.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +16.0% | +3.0% | +12.9% | +14.1% |
| 30D | +1.6% | -3.5% | +5.1% | +4.0% |
| 3M | +6.7% | -5.6% | +12.3% | +10.4% |
| 6M | +21.1% | +0.5% | +20.6% | +20.4% |
| YTD | -1.6% | +26.3% | -27.9% | -14.9% |
| 1Y | +18.5% | +25.7% | -7.2% | +2.6% |
| 3Y | -21.0% | +85.1% | -106.1% | -45.1% |
| 5Y | -41.4% | +216.4% | -257.8% | -69.9% |
| 10Y | +86.5% | +160.9% | -74.4% | -3.6% |
| All | -37.6% | +1,311.7% | -1,349.3% | -96.3% |
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 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