-25.4%
CLF vs ETR
+153.6%
-179.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.7% |
| 7D | -14.1% | +1.7% | -15.8% | -14.4% |
| 30D | -5.5% | +8.7% | -14.3% | -7.7% |
| 3M | 0.0% | +4.9% | -4.9% | -1.4% |
| 6M | +11.3% | +0.8% | +10.5% | +11.0% |
| YTD | -7.7% | +23.1% | -30.8% | -14.1% |
| 1Y | +17.5% | +17.9% | -0.3% | +10.9% |
| 3Y | -25.4% | +154.5% | -180.0% | -43.8% |
| All | -25.4% | +153.6% | -179.0% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling