-17.5%
CLF vs EXPE
+176.2%
-193.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +7.6% | -9.5% | +17.1% | +9.9% |
| 30D | -1.2% | -6.6% | +5.4% | 0.0% |
| 3M | -13.4% | +31.4% | -44.8% | -19.6% |
| 6M | +15.4% | +35.2% | -19.8% | +5.3% |
| YTD | -5.9% | +5.8% | -11.7% | -9.0% |
| 1Y | +18.8% | +38.7% | -19.9% | +5.0% |
| All | -17.5% | +176.2% | -193.8% | -33.9% |
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