+414.7%
CLF vs EW
+7,937.2%
-7,522.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -19.6% | +11.0% | -30.6% | -22.6% |
| 30D | -5.0% | +19.1% | -24.0% | -10.9% |
| 3M | -6.3% | +14.4% | -20.6% | -11.1% |
| 6M | +2.8% | +22.8% | -20.0% | -5.3% |
| YTD | -13.7% | +19.8% | -33.5% | -19.5% |
| 1Y | +13.6% | +23.9% | -10.3% | +4.8% |
| 3Y | -34.0% | +52.2% | -86.2% | -46.4% |
| 5Y | -48.7% | -13.9% | -34.8% | -49.7% |
| 10Y | +113.4% | +241.9% | -128.4% | +30.7% |
| All | +414.7% | +7,937.2% | -7,522.6% | +35.9% |
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