-31.0%
CLF vs EXE
+151.8%
-182.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -19.6% | -6.6% | -13.0% | -17.0% |
| 30D | -5.0% | -4.0% | -1.0% | -3.2% |
| 3M | -6.3% | -7.5% | +1.2% | -3.4% |
| 6M | +2.8% | -11.7% | +14.4% | +7.2% |
| YTD | -13.7% | -22.0% | +8.3% | -5.4% |
| 1Y | +13.6% | -21.8% | +35.4% | +23.8% |
| 3Y | -34.0% | +8.0% | -42.0% | -40.7% |
| 5Y | -48.7% | +62.3% | -111.0% | -64.7% |
| All | -31.0% | +151.8% | -182.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling