-51.4%
CLF vs EW
-14.5%
-37.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -19.6% | +11.0% | -30.6% | -22.3% |
| 30D | -5.0% | +19.1% | -24.0% | -10.3% |
| 3M | -6.3% | +14.4% | -20.6% | -10.6% |
| 6M | +2.8% | +22.8% | -20.0% | -4.6% |
| YTD | -13.7% | +19.8% | -33.5% | -19.1% |
| 1Y | +13.6% | +23.9% | -10.3% | +5.5% |
| 3Y | -34.0% | +52.2% | -86.2% | -47.7% |
| All | -51.4% | -14.5% | -37.0% | -51.5% |
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