-23.4%
CLF vs EW
+62.8%
-86.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +10.4% | +4.9% | +5.5% | +9.6% |
| 30D | +0.6% | +23.9% | -23.4% | -2.8% |
| 3M | +4.1% | +15.8% | -11.6% | +1.7% |
| 6M | +15.1% | +31.7% | -16.5% | +9.8% |
| YTD | -4.7% | +25.7% | -30.4% | -8.7% |
| 1Y | +20.4% | +24.4% | -4.1% | +15.5% |
| 3Y | -23.4% | +65.9% | -89.2% | -35.4% |
| All | -23.4% | +62.8% | -86.1% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling