+2.8%
CLF vs EXPE
+1.1%
+1.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.5% | +1.2% |
| 7D | -19.6% | -9.3% | -10.2% | -18.7% |
| 30D | -5.0% | +0.1% | -5.1% | -2.2% |
| 3M | -6.3% | -15.3% | +9.0% | -5.9% |
| 6M | +2.8% | +5.5% | -2.7% | +7.6% |
| All | +2.8% | +1.1% | +1.7% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling