+195.6%
EQT vs CLF
-49.7%
+245.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -1.2% | -3.7% | +2.5% | -0.6% |
| 30D | +1.1% | -4.7% | +5.8% | +1.7% |
| 3M | +4.8% | -4.7% | +9.5% | +4.5% |
| 6M | -10.6% | +24.0% | -34.6% | -15.9% |
| YTD | +3.4% | -10.9% | +14.4% | +2.3% |
| 1Y | +8.7% | +4.0% | +4.6% | +1.9% |
| 3Y | +35.0% | -16.9% | +51.9% | +24.2% |
| All | +195.6% | -49.7% | +245.3% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling