+20.2%
CLF vs EXEL
+92.4%
-72.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.3% |
| 7D | -7.9% | +9.8% | -17.7% | -9.1% |
| 30D | +5.2% | +23.6% | -18.4% | +1.7% |
| 3M | +4.3% | +29.9% | -25.6% | 0.0% |
| 6M | +25.3% | +64.7% | -39.4% | +17.4% |
| YTD | -3.3% | +66.0% | -69.3% | -9.7% |
| 1Y | +20.2% | +92.0% | -71.7% | +10.8% |
| All | +20.2% | +92.4% | -72.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling