-47.8%
CLF vs ETR
+127.8%
-175.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | +1.4% | +6.1% | +7.0% |
| 30D | -1.2% | +1.0% | -2.2% | -1.6% |
| 3M | -13.4% | -1.3% | -12.1% | -13.1% |
| 6M | +15.4% | +1.9% | +13.5% | +14.0% |
| YTD | -5.9% | +18.2% | -24.0% | -12.6% |
| 1Y | +18.8% | +24.7% | -5.9% | +8.4% |
| 3Y | -19.4% | +150.7% | -170.1% | -45.4% |
| All | -47.8% | +127.8% | -175.5% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling