-41.8%
CLF vs EW
-7.9%
-33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.6% |
| 7D | +10.4% | +4.9% | +5.5% | +8.8% |
| 30D | +0.6% | +23.9% | -23.4% | -6.3% |
| 3M | +4.1% | +15.8% | -11.6% | -1.0% |
| 6M | +15.1% | +31.7% | -16.5% | +4.6% |
| YTD | -4.7% | +25.7% | -30.4% | -12.0% |
| 1Y | +20.4% | +24.4% | -4.1% | +11.5% |
| 3Y | -23.4% | +65.9% | -89.2% | -41.5% |
| All | -41.8% | -7.9% | -33.9% | -42.4% |
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 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