+9.1%
CLF vs XE
-62.8%
+71.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | 0.0% | +6.1% |
| 7D | -14.1% | +7.6% | -21.7% | -14.8% |
| 30D | -5.5% | -18.6% | +13.1% | -4.9% |
| 3M | 0.0% | -50.7% | +50.7% | +2.2% |
| All | +9.1% | -62.8% | +71.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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