+719.8%
CLF vs EVRG
+2,252.5%
-1,532.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.6% |
| 7D | -9.1% | +3.5% | -12.6% | -10.8% |
| 30D | -0.9% | +9.2% | -10.2% | -5.9% |
| 3M | +3.0% | +8.6% | -5.7% | -2.1% |
| 6M | +16.7% | +10.0% | +6.7% | +10.2% |
| YTD | -3.2% | +25.1% | -28.3% | -15.2% |
| 1Y | +24.6% | +19.5% | +5.1% | +11.8% |
| 3Y | -22.3% | +102.3% | -124.6% | -48.1% |
| 5Y | -41.2% | +66.8% | -108.0% | -57.1% |
| 10Y | +83.5% | +125.0% | -41.5% | +5.7% |
| All | +719.8% | +2,252.5% | -1,532.6% | +85.5% |
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