+126.4%
CLF vs EXC
+153.9%
-27.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +7.6% | +0.3% | +7.3% | +7.4% |
| 30D | -1.2% | -3.7% | +2.5% | +0.4% |
| 3M | -13.4% | -1.3% | -12.1% | -13.2% |
| 6M | +15.4% | -9.7% | +25.1% | +20.2% |
| YTD | -5.9% | +2.9% | -8.8% | -8.6% |
| 1Y | +18.8% | +4.4% | +14.4% | +14.6% |
| 3Y | -19.4% | +22.2% | -41.6% | -31.0% |
| 5Y | -47.7% | +46.7% | -94.4% | -60.2% |
| All | +126.4% | +153.9% | -27.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling