+87.5%
CLF vs EXEL
+354.7%
-267.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.3% | -2.8% | +5.2% | +3.3% |
| 30D | +1.9% | +18.2% | -16.2% | -2.4% |
| 3M | +5.9% | +37.7% | -31.9% | -2.7% |
| 6M | +16.9% | +42.2% | -25.3% | +6.2% |
| YTD | -1.1% | +61.3% | -62.4% | -13.7% |
| 1Y | +28.8% | +64.5% | -35.7% | +11.8% |
| 3Y | -20.6% | +236.7% | -257.3% | -46.6% |
| 5Y | -41.5% | +296.3% | -337.8% | -63.3% |
| 10Y | +87.5% | +331.1% | -243.6% | +9.5% |
| All | +87.5% | +354.7% | -267.1% | +9.5% |
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