+20.2%
CLF vs EXE
-18.4%
+38.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.9% | -6.3% | -9.2% |
| 7D | -7.9% | -4.7% | -3.2% | -7.9% |
| 30D | +5.2% | +1.0% | +4.2% | +5.3% |
| 3M | +4.3% | -5.6% | +9.9% | +3.9% |
| 6M | +25.3% | -12.3% | +37.6% | +25.6% |
| YTD | -3.3% | -19.5% | +16.2% | +0.1% |
| 1Y | +20.2% | -18.9% | +39.1% | +23.0% |
| All | +20.2% | -18.4% | +38.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling