-23.4%
CLF vs EXEL
+230.5%
-253.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +10.4% | -0.8% | +11.2% | +10.5% |
| 30D | +0.6% | +13.1% | -12.6% | -0.6% |
| 3M | +4.1% | +36.3% | -32.2% | +0.9% |
| 6M | +15.1% | +34.5% | -19.4% | +11.8% |
| YTD | -4.7% | +57.4% | -62.2% | -8.9% |
| 1Y | +20.4% | +62.9% | -42.6% | +14.8% |
| 3Y | -23.4% | +229.5% | -252.9% | -34.8% |
| All | -23.4% | +230.5% | -253.8% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling