+74.6%
CLF vs EXC
+205.3%
-130.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.8% |
| 7D | +10.4% | +1.4% | +9.0% | +9.7% |
| 30D | +0.6% | +8.6% | -8.0% | -3.6% |
| 3M | +4.1% | +2.4% | +1.7% | +2.3% |
| 6M | +15.1% | +6.5% | +8.6% | +10.9% |
| YTD | -4.7% | +9.0% | -13.8% | -10.4% |
| 1Y | +20.4% | +4.6% | +15.8% | +15.5% |
| 3Y | -23.4% | +33.5% | -56.9% | -37.6% |
| 5Y | -43.3% | +41.4% | -84.7% | -55.8% |
| All | +74.6% | +205.3% | -130.7% | +31.5% |
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