-25.4%
CLF vs EVRG
+100.3%
-125.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.9% |
| 7D | -14.1% | +1.7% | -15.7% | -14.4% |
| 30D | -5.5% | +8.7% | -14.2% | -7.5% |
| 3M | 0.0% | +6.4% | -6.4% | -1.6% |
| 6M | +11.3% | +9.4% | +1.9% | +8.6% |
| YTD | -7.7% | +24.5% | -32.1% | -14.4% |
| 1Y | +17.5% | +20.5% | -2.9% | +10.4% |
| 3Y | -25.4% | +101.6% | -127.0% | -39.4% |
| All | -25.4% | +100.3% | -125.8% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling