+49.5%
EQT vs CLF
+128.8%
-79.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -1.2% | -3.7% | +2.5% | -0.5% |
| 30D | +1.1% | -4.7% | +5.8% | +1.8% |
| 3M | +4.8% | -4.7% | +9.5% | +4.4% |
| 6M | -10.6% | +24.0% | -34.6% | -16.7% |
| YTD | +3.4% | -10.9% | +14.4% | +1.9% |
| 1Y | +8.7% | +4.0% | +4.6% | +1.4% |
| 3Y | +35.0% | -16.9% | +51.9% | +23.1% |
| 5Y | +204.2% | -49.3% | +253.6% | +200.8% |
| All | +49.5% | +128.8% | -79.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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