+99.7%
CLF vs EXEL
+461.0%
-361.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -19.6% | +0.3% | -19.8% | -19.5% |
| 30D | -5.0% | +19.0% | -24.0% | -9.4% |
| 3M | -6.3% | +33.3% | -39.6% | -13.5% |
| 6M | +2.8% | +42.9% | -40.1% | -7.2% |
| YTD | -13.7% | +58.7% | -72.4% | -24.9% |
| 1Y | +13.6% | +70.5% | -56.9% | -3.2% |
| 3Y | -34.0% | +233.8% | -267.8% | -56.4% |
| 5Y | -48.7% | +259.3% | -308.1% | -67.7% |
| All | +99.7% | +461.0% | -361.3% | -10.3% |
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