+406.1%
CLF vs EW
+7,833.4%
-7,427.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.5% | -13.7% | -12.7% |
| 7D | -21.0% | +6.8% | -27.7% | -23.0% |
| 30D | -8.0% | +16.6% | -24.6% | -13.1% |
| 3M | -10.9% | +13.3% | -24.2% | -15.2% |
| 6M | +5.8% | +21.6% | -15.8% | -2.2% |
| YTD | -15.1% | +18.3% | -33.4% | -20.4% |
| 1Y | +7.2% | +21.7% | -14.5% | -0.5% |
| 3Y | -34.2% | +50.3% | -84.5% | -46.3% |
| 5Y | -49.6% | -15.0% | -34.6% | -50.4% |
| 10Y | +109.9% | +237.5% | -127.5% | +29.1% |
| All | +406.1% | +7,833.4% | -7,427.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling