+461.4%
CLF vs EW
+6,974.1%
-6,512.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -1.2% | +1.0% | -2.2% | -1.6% |
| 3M | -13.4% | +2.8% | -16.2% | -14.5% |
| 6M | +15.4% | +5.5% | +9.9% | +12.8% |
| YTD | -5.9% | +5.5% | -11.3% | -7.7% |
| 1Y | +18.8% | +11.0% | +7.8% | +14.1% |
| 3Y | -19.4% | +17.7% | -37.1% | -28.1% |
| 5Y | -47.7% | -25.7% | -22.0% | -45.8% |
| 10Y | +130.4% | +132.8% | -2.4% | +60.0% |
| All | +461.4% | +6,974.1% | -6,512.7% | +55.8% |
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