+123.7%
CLF vs EXEL
+397.6%
-273.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +7.6% | +8.4% | -0.8% | +5.3% |
| 30D | -1.2% | +4.1% | -5.3% | -2.4% |
| 3M | -13.4% | +12.4% | -25.8% | -16.3% |
| 6M | +15.4% | +41.5% | -26.1% | +4.4% |
| YTD | -5.9% | +34.6% | -40.5% | -14.1% |
| 1Y | +18.8% | +57.9% | -39.0% | +2.3% |
| 3Y | -19.4% | +159.5% | -178.9% | -42.4% |
| 5Y | -47.7% | +198.5% | -246.2% | -65.0% |
| All | +123.7% | +397.6% | -273.8% | +11.2% |
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