+74.6%
CLF vs EW
+254.3%
-179.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.7% |
| 7D | +10.4% | +4.9% | +5.5% | +8.3% |
| 30D | +0.6% | +23.9% | -23.4% | -8.1% |
| 3M | +4.1% | +15.8% | -11.6% | -2.4% |
| 6M | +15.1% | +31.7% | -16.5% | +2.0% |
| YTD | -4.7% | +25.7% | -30.4% | -13.8% |
| 1Y | +20.4% | +24.4% | -4.1% | +9.3% |
| 3Y | -23.4% | +65.9% | -89.2% | -43.3% |
| 5Y | -43.3% | -7.6% | -35.6% | -45.6% |
| All | +74.6% | +254.3% | -179.7% | +42.0% |
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