+116.3%
CLF vs EVRG
+114.7%
+1.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | +0.2% | -0.5% | +0.8% | +0.3% |
| 3M | -3.1% | +1.5% | -4.6% | -3.9% |
| 6M | +25.0% | +1.2% | +23.9% | +24.0% |
| YTD | -7.5% | +16.3% | -23.8% | -13.4% |
| 1Y | +11.5% | +20.3% | -8.7% | +3.0% |
| 3Y | -13.7% | +72.3% | -86.0% | -31.5% |
| 5Y | -47.0% | +46.7% | -93.7% | -55.4% |
| 10Y | +116.3% | +113.8% | +2.5% | +64.3% |
| All | +116.3% | +114.7% | +1.6% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling