+116.3%
CLF vs ETR
+295.2%
-178.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | +6.5% | +1.4% | +5.1% | +5.8% |
| 30D | +0.2% | +1.9% | -1.6% | -0.7% |
| 3M | -3.1% | +1.0% | -4.1% | -3.7% |
| 6M | +25.0% | +4.8% | +20.2% | +21.6% |
| YTD | -7.5% | +19.5% | -27.0% | -15.4% |
| 1Y | +11.5% | +28.1% | -16.6% | -1.0% |
| 3Y | -13.7% | +151.1% | -164.8% | -45.1% |
| 5Y | -47.0% | +125.2% | -172.1% | -64.8% |
| 10Y | +116.3% | +291.1% | -174.8% | +75.9% |
| All | +116.3% | +295.2% | -178.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling