-34.0%
CLF vs EXPE
+131.0%
-164.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.5% | +2.6% |
| 7D | -19.6% | -9.3% | -10.2% | -18.1% |
| 30D | -5.0% | +0.1% | -5.1% | -5.5% |
| 3M | -6.3% | -15.3% | +9.0% | -4.0% |
| 6M | +2.8% | +5.5% | -2.7% | -1.1% |
| YTD | -13.7% | -8.0% | -5.7% | -14.8% |
| 1Y | +13.6% | +18.9% | -5.3% | +2.7% |
| 3Y | -34.0% | +135.5% | -169.5% | -52.0% |
| All | -34.0% | +131.0% | -164.9% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling