-47.8%
CLF vs EXC
+47.1%
-94.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | -1.2% | -3.7% | +2.5% | -0.5% |
| 3M | -13.4% | -1.3% | -12.1% | -13.2% |
| 6M | +15.4% | -9.7% | +25.1% | +17.8% |
| YTD | -5.9% | +2.9% | -8.8% | -7.3% |
| 1Y | +18.8% | +4.4% | +14.4% | +16.8% |
| 3Y | -19.4% | +22.2% | -41.6% | -26.5% |
| All | -47.8% | +47.1% | -94.9% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling