+80.1%
CLF vs EW
+236.4%
-156.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +6.0% |
| 7D | -14.1% | +12.3% | -26.4% | -18.1% |
| 30D | -5.5% | +22.9% | -28.4% | -13.3% |
| 3M | 0.0% | +16.7% | -16.7% | -6.5% |
| 6M | +11.3% | +31.0% | -19.7% | -1.3% |
| YTD | -7.7% | +22.8% | -30.5% | -15.6% |
| 1Y | +17.5% | +25.6% | -8.0% | +6.5% |
| 3Y | -25.4% | +62.0% | -87.4% | -44.2% |
| 5Y | -46.0% | -12.8% | -33.2% | -46.8% |
| 10Y | +80.1% | +239.8% | -159.7% | +42.1% |
| All | +80.1% | +236.4% | -156.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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