+74.7%
CLF vs TE
-79.9%
+154.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | +0.7% |
| 7D | +16.0% | -13.6% | +29.6% | +18.5% |
| 30D | +1.6% | -37.7% | +39.3% | +8.9% |
| 3M | +6.7% | -59.8% | +66.5% | +21.7% |
| 6M | +21.1% | -66.3% | +87.5% | +36.8% |
| YTD | -1.6% | -70.5% | +68.9% | +10.3% |
| 1Y | +18.5% | -48.8% | +67.3% | +18.8% |
| 3Y | -21.0% | +31.3% | -52.4% | -45.5% |
| 5Y | -41.4% | -82.0% | +40.7% | -45.2% |
| All | +74.7% | -79.9% | +154.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling