-41.5%
CLF vs EW
-11.1%
-30.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.6% |
| 7D | +2.3% | +6.5% | -4.1% | +0.4% |
| 30D | +1.9% | +22.5% | -20.5% | -4.7% |
| 3M | +5.9% | +13.0% | -7.1% | +1.5% |
| 6M | +16.9% | +37.1% | -20.2% | +4.7% |
| YTD | -1.1% | +24.1% | -25.2% | -8.2% |
| 1Y | +28.8% | +24.2% | +4.6% | +19.4% |
| 3Y | -20.6% | +64.8% | -85.4% | -39.3% |
| 5Y | -41.5% | -7.4% | -34.1% | -42.8% |
| All | -41.5% | -11.1% | -30.4% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling