-23.4%
CLF vs EXE
+21.0%
-44.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +10.4% | +5.3% | +5.1% | +8.7% |
| 30D | +0.6% | -2.2% | +2.8% | +1.2% |
| 3M | +4.1% | -5.9% | +10.0% | +5.7% |
| 6M | +15.1% | -5.7% | +20.8% | +16.1% |
| YTD | -4.7% | -17.8% | +13.1% | +0.8% |
| 1Y | +20.4% | -23.1% | +43.5% | +30.7% |
| 3Y | -23.4% | +21.2% | -44.6% | -35.3% |
| All | -23.4% | +21.0% | -44.4% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling