-22.6%
CLF vs EXE
+161.7%
-184.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +3.9% |
| 7D | -9.1% | -2.2% | -6.8% | -7.9% |
| 30D | -0.9% | -0.3% | -0.6% | -0.7% |
| 3M | +3.0% | -9.3% | +12.3% | +7.2% |
| 6M | +16.7% | -7.2% | +23.9% | +19.2% |
| YTD | -3.2% | -18.9% | +15.7% | +4.4% |
| 1Y | +24.6% | -21.7% | +46.3% | +36.2% |
| 3Y | -22.3% | +21.0% | -43.3% | -33.9% |
| 5Y | -41.2% | +76.0% | -117.2% | -61.1% |
| All | -22.6% | +161.7% | -184.3% | -61.6% |
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