-47.8%
CLF vs EXE
+109.5%
-157.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.3% |
| 7D | +7.6% | -0.3% | +7.8% | +7.6% |
| 30D | -1.2% | +8.5% | -9.6% | -4.7% |
| 3M | -13.4% | +5.5% | -18.8% | -15.9% |
| 6M | +15.4% | -5.9% | +21.3% | +16.9% |
| YTD | -5.9% | -9.7% | +3.8% | -3.1% |
| 1Y | +18.8% | +3.6% | +15.2% | +14.0% |
| 3Y | -19.4% | +18.0% | -37.4% | -29.6% |
| All | -47.8% | +109.5% | -157.2% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling