+2.8%
CLF vs EW
+23.5%
-20.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +2.1% |
| 7D | -19.6% | +11.0% | -30.6% | -17.6% |
| 30D | -5.0% | +19.1% | -24.0% | -2.0% |
| 3M | -6.3% | +14.4% | -20.6% | -3.6% |
| 6M | +2.8% | +22.8% | -20.0% | +8.3% |
| All | +2.8% | +23.5% | -20.7% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling