-7.5%
CLF vs EXPE
+851.4%
-859.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.6% |
| 7D | +7.6% | -9.5% | +17.1% | +12.6% |
| 30D | -1.2% | -6.6% | +5.4% | +1.4% |
| 3M | -13.4% | +31.4% | -44.8% | -25.4% |
| 6M | +15.4% | +35.2% | -19.8% | -3.7% |
| YTD | -5.9% | +5.8% | -11.7% | -13.5% |
| 1Y | +18.8% | +38.7% | -19.9% | -5.7% |
| 3Y | -19.4% | +175.8% | -195.2% | -57.7% |
| 5Y | -47.7% | +111.8% | -159.6% | -71.1% |
| 10Y | +130.4% | +179.7% | -49.3% | -0.6% |
| All | -7.5% | +851.4% | -859.0% | -90.5% |
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 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