+74.6%
CLF vs EXPE
+123.5%
-48.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | +0.6% | -6.1% | +6.6% | +1.6% |
| 3M | +4.1% | -21.3% | +25.4% | +11.9% |
| 6M | +15.1% | +19.0% | -3.9% | +2.2% |
| YTD | -4.7% | -8.4% | +3.7% | -8.2% |
| 1Y | +20.4% | -2.8% | +23.2% | +12.4% |
| 3Y | -23.4% | +120.8% | -144.1% | -54.7% |
| 5Y | -43.3% | +46.2% | -89.5% | -61.9% |
| All | +74.6% | +123.5% | -48.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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