+11.5%
CLF vs ETR
+26.8%
-15.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +6.5% | +1.4% | +5.1% | +6.0% |
| 30D | +0.2% | +1.9% | -1.6% | -0.5% |
| 3M | -3.1% | +1.0% | -4.1% | -3.4% |
| 6M | +25.0% | +4.8% | +20.2% | +21.1% |
| YTD | -7.5% | +19.5% | -27.0% | -22.6% |
| 1Y | +11.5% | +28.1% | -16.6% | -9.0% |
| All | +11.5% | +26.8% | -15.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling