+63.9%
CLF vs TE
-76.6%
+140.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.0% | +9.9% | +7.5% |
| 7D | -14.1% | -10.5% | -3.5% | -12.5% |
| 30D | -5.5% | -32.4% | +26.9% | +0.1% |
| 3M | 0.0% | -60.9% | +60.9% | +14.6% |
| 6M | +11.3% | -62.8% | +74.1% | +23.9% |
| YTD | -7.7% | -65.7% | +58.0% | +1.1% |
| 1Y | +17.5% | -39.9% | +57.4% | +14.2% |
| 3Y | -25.4% | +10.6% | -36.1% | -46.9% |
| 5Y | -46.0% | -79.7% | +33.7% | -50.4% |
| All | +63.9% | -76.6% | +140.5% | +46.9% |
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