+18.8%
CLF vs EXPE
-0.5%
+19.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -14.1% | -13.3% | -0.8% | -13.3% |
| 30D | -5.5% | -5.5% | -0.1% | -4.7% |
| 3M | 0.0% | -16.5% | +16.5% | +1.2% |
| 6M | +11.3% | +13.1% | -1.8% | +9.6% |
| YTD | -7.7% | -8.0% | +0.3% | -7.6% |
| All | +18.8% | -0.5% | +19.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling