-34.0%
CLF vs EXC
+26.3%
-60.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +1.3% |
| 7D | -19.6% | -1.2% | -18.4% | -19.7% |
| 30D | -5.0% | +10.0% | -14.9% | -3.5% |
| 3M | -6.3% | +1.6% | -7.9% | -5.6% |
| 6M | +2.8% | +3.3% | -0.5% | +3.9% |
| YTD | -13.7% | +7.6% | -21.3% | -12.2% |
| 1Y | +13.6% | +3.5% | +10.1% | +15.4% |
| 3Y | -34.0% | +27.7% | -61.6% | -32.4% |
| All | -34.0% | +26.3% | -60.3% | -32.4% |
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