+80.1%
CLF vs ES
+82.6%
-2.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.1% |
| 7D | -14.1% | -0.1% | -14.0% | -14.2% |
| 30D | -5.5% | +5.7% | -11.3% | -7.7% |
| 3M | 0.0% | -2.8% | +2.8% | +0.3% |
| 6M | +11.3% | +7.0% | +4.3% | +8.0% |
| YTD | -7.7% | +6.8% | -14.5% | -10.7% |
| 1Y | +17.5% | -0.5% | +18.0% | +15.9% |
| 3Y | -25.4% | +47.2% | -72.6% | -36.9% |
| 5Y | -46.0% | +2.3% | -48.2% | -48.2% |
| 10Y | +80.1% | +85.6% | -5.6% | +118.1% |
| All | +80.1% | +82.6% | -2.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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