-47.8%
CLF vs EXPE
+111.8%
-159.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +7.6% | -9.5% | +17.1% | +10.8% |
| 30D | -1.2% | -6.6% | +5.4% | +0.5% |
| 3M | -13.4% | +31.4% | -44.8% | -21.7% |
| 6M | +15.4% | +35.2% | -19.8% | +2.1% |
| YTD | -5.9% | +5.8% | -11.7% | -10.6% |
| 1Y | +18.8% | +38.7% | -19.9% | +1.2% |
| 3Y | -19.4% | +175.8% | -195.2% | -49.2% |
| All | -47.8% | +111.8% | -159.6% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling