+618.5%
CLF vs EXC
+2,516.2%
-1,897.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.6% | -12.9% | -12.6% |
| 7D | -21.0% | +1.4% | -22.3% | -21.7% |
| 30D | -8.0% | +11.6% | -19.6% | -13.9% |
| 3M | -10.9% | +2.7% | -13.6% | -13.0% |
| 6M | +5.8% | +2.7% | +3.1% | +3.0% |
| YTD | -15.1% | +9.7% | -24.8% | -21.3% |
| 1Y | +7.2% | +4.5% | +2.7% | +2.1% |
| 3Y | -34.2% | +28.5% | -62.6% | -46.3% |
| 5Y | -49.6% | +43.9% | -93.5% | -61.9% |
| 10Y | +109.9% | +183.7% | -73.8% | +3.8% |
| All | +618.5% | +2,516.2% | -1,897.8% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling