+696.9%
CLF vs ETR
+4,412.2%
-3,715.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | +1.4% | +6.1% | +6.8% |
| 30D | -1.2% | +1.0% | -2.2% | -1.8% |
| 3M | -13.4% | -1.3% | -12.1% | -13.0% |
| 6M | +15.4% | +1.9% | +13.5% | +13.4% |
| YTD | -5.9% | +18.2% | -24.0% | -14.7% |
| 1Y | +18.8% | +24.7% | -5.9% | +5.0% |
| 3Y | -19.4% | +150.7% | -170.1% | -51.9% |
| 5Y | -47.7% | +127.0% | -174.7% | -67.7% |
| 10Y | +130.4% | +295.5% | -165.1% | +2.5% |
| All | +696.9% | +4,412.2% | -3,715.4% | +131.5% |
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 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