+13.7%
CLF vs EVRG
+20.9%
-7.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.8% |
| 7D | +6.5% | +0.9% | +5.6% | +6.4% |
| 30D | +0.2% | -0.5% | +0.8% | +0.3% |
| 3M | -3.1% | +1.5% | -4.6% | -3.2% |
| 6M | +25.0% | +1.2% | +23.9% | +25.3% |
| YTD | -7.5% | +16.3% | -23.8% | -14.3% |
| All | +13.7% | +20.9% | -7.2% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling