-23.4%
CLF vs TE
+9.8%
-33.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.8% |
| 7D | +10.4% | -19.1% | +29.5% | +13.7% |
| 30D | +0.6% | -34.1% | +34.7% | +6.4% |
| 3M | +4.1% | -60.1% | +64.2% | +17.8% |
| 6M | +15.1% | -66.0% | +81.1% | +28.9% |
| YTD | -4.7% | -71.4% | +66.7% | +6.7% |
| 1Y | +20.4% | -45.3% | +65.6% | +19.6% |
| 3Y | -23.4% | +9.1% | -32.5% | -44.4% |
| All | -23.4% | +9.8% | -33.1% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling