+696.9%
CLF vs EVRG
+2,068.9%
-1,372.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | +1.1% | +6.5% | +6.9% |
| 30D | -1.2% | -1.0% | -0.2% | -0.9% |
| 3M | -13.4% | +0.4% | -13.8% | -13.9% |
| 6M | +15.4% | -0.8% | +16.3% | +15.3% |
| YTD | -5.9% | +15.3% | -21.2% | -13.6% |
| 1Y | +18.8% | +17.9% | +0.9% | +7.8% |
| 3Y | -19.4% | +71.9% | -91.3% | -41.1% |
| 5Y | -47.7% | +45.3% | -93.0% | -58.8% |
| 10Y | +130.4% | +113.1% | +17.3% | +37.0% |
| All | +696.9% | +2,068.9% | -1,372.0% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling