+3,042.5%
EQT vs CLF
+700.4%
+2,342.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -0.8% | +6.5% | -7.3% | -2.2% |
| 30D | +6.6% | +0.2% | +6.4% | +6.3% |
| 3M | +4.4% | -3.1% | +7.4% | +3.6% |
| 6M | -10.5% | +25.0% | -35.5% | -16.7% |
| YTD | +3.7% | -7.5% | +11.2% | +1.3% |
| 1Y | +9.9% | +11.5% | -1.7% | +1.3% |
| 3Y | +35.4% | -13.7% | +49.0% | +22.9% |
| 5Y | +189.2% | -47.0% | +236.2% | +181.6% |
| 10Y | +50.7% | +116.3% | -65.6% | -6.9% |
| All | +3,042.5% | +700.4% | +2,342.1% | +1,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling