-41.5%
CLF vs EXPE
+42.3%
-83.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.5% |
| 7D | +2.3% | -17.8% | +20.1% | +8.4% |
| 30D | +1.9% | -3.2% | +5.2% | +1.9% |
| 3M | +5.9% | -19.0% | +24.9% | +10.9% |
| 6M | +16.9% | +17.7% | -0.8% | +7.3% |
| YTD | -1.1% | -7.8% | +6.7% | -3.5% |
| 1Y | +28.8% | -1.4% | +30.2% | +22.3% |
| 3Y | -20.6% | +121.9% | -142.5% | -47.6% |
| 5Y | -41.5% | +44.3% | -85.8% | -58.5% |
| All | -41.5% | +42.3% | -83.8% | -58.5% |
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