-2.8%
CLF vs EXPE
+729.3%
-732.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.1% |
| 7D | +2.3% | -17.8% | +20.1% | +11.8% |
| 30D | +1.9% | -3.2% | +5.2% | +1.6% |
| 3M | +5.9% | -19.0% | +24.9% | +13.0% |
| 6M | +16.9% | +17.7% | -0.8% | +3.2% |
| YTD | -1.1% | -7.8% | +6.7% | -5.6% |
| 1Y | +28.8% | -1.4% | +30.2% | +18.7% |
| 3Y | -20.6% | +121.9% | -142.5% | -54.3% |
| 5Y | -41.5% | +44.3% | -85.8% | -61.4% |
| 10Y | +87.5% | +125.4% | -37.9% | -12.3% |
| All | -2.8% | +729.3% | -732.1% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling