+681.6%
CLF vs ETR
+4,602.4%
-3,920.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.4% |
| 7D | -14.1% | +1.7% | -15.8% | -14.9% |
| 30D | -5.5% | +8.7% | -14.3% | -9.7% |
| 3M | 0.0% | +4.9% | -4.9% | -2.8% |
| 6M | +11.3% | +0.8% | +10.5% | +10.2% |
| YTD | -7.7% | +23.1% | -30.8% | -18.3% |
| 1Y | +17.5% | +17.9% | -0.3% | +6.5% |
| 3Y | -25.4% | +154.5% | -180.0% | -55.9% |
| 5Y | -46.0% | +160.3% | -206.2% | -68.9% |
| 10Y | +80.1% | +366.9% | -286.9% | -26.9% |
| All | +681.6% | +4,602.4% | -3,920.8% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling