+80.1%
CLF vs EXEL
+445.6%
-365.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +6.2% |
| 7D | -14.1% | +2.3% | -16.4% | -14.5% |
| 30D | -5.5% | +19.8% | -25.4% | -9.9% |
| 3M | 0.0% | +32.7% | -32.7% | -7.2% |
| 6M | +11.3% | +49.0% | -37.7% | -0.2% |
| YTD | -7.7% | +63.7% | -71.4% | -19.8% |
| 1Y | +17.5% | +75.8% | -58.2% | +0.2% |
| 3Y | -25.4% | +241.3% | -266.7% | -50.0% |
| 5Y | -46.0% | +289.0% | -335.0% | -65.9% |
| 10Y | +80.1% | +377.6% | -297.6% | +6.9% |
| All | +80.1% | +445.6% | -365.5% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling