-25.4%
CLF vs EXC
+28.9%
-54.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | -14.1% | -1.7% | -12.4% | -14.3% |
| 30D | -5.5% | +9.3% | -14.9% | -4.1% |
| 3M | 0.0% | +1.0% | -1.0% | +0.7% |
| 6M | +11.3% | +5.9% | +5.3% | +12.9% |
| YTD | -7.7% | +7.6% | -15.3% | -6.0% |
| 1Y | +17.5% | +2.4% | +15.1% | +19.3% |
| 3Y | -25.4% | +30.2% | -55.7% | -24.7% |
| All | -25.4% | +28.9% | -54.3% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling