+9.1%
CLF vs TE
-61.7%
+70.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.0% | +9.9% | +7.4% |
| 7D | -14.1% | -10.5% | -3.5% | -12.6% |
| 30D | -5.5% | -32.4% | +26.9% | -1.1% |
| 3M | 0.0% | -60.9% | +60.9% | +11.3% |
| All | +9.1% | -61.7% | +70.8% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling