-21.4%
CLF vs EXE
+163.0%
-184.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +16.0% | +3.6% | +12.4% | +14.3% |
| 30D | +1.6% | -4.3% | +6.0% | +3.8% |
| 3M | +6.7% | -7.7% | +14.4% | +10.2% |
| 6M | +21.1% | -7.2% | +28.4% | +23.7% |
| YTD | -1.6% | -18.5% | +16.9% | +5.9% |
| 1Y | +18.5% | -24.4% | +42.9% | +31.8% |
| 3Y | -21.0% | +21.6% | -42.6% | -33.0% |
| 5Y | -41.4% | +77.3% | -118.7% | -61.3% |
| All | -21.4% | +163.0% | -184.4% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling