-34.0%
CLF vs TE
-36.2%
+2.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.2% |
| 7D | -19.6% | -12.6% | -7.0% | -18.0% |
| 30D | -5.0% | -36.7% | +31.8% | +0.9% |
| 3M | -6.3% | -57.5% | +51.2% | +4.4% |
| 6M | +2.8% | -55.2% | +58.0% | +10.1% |
| YTD | -13.7% | -64.7% | +51.0% | -6.5% |
| 1Y | +13.6% | -35.9% | +49.4% | +10.4% |
| 3Y | -34.0% | -31.8% | -2.2% | -49.9% |
| All | -34.0% | -36.2% | +2.2% | -49.9% |
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 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