-35.1%
CLF vs ES
+50.7%
-85.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.1% | -14.3% | -12.6% |
| 7D | -21.0% | +5.9% | -26.9% | -21.9% |
| 30D | -8.0% | +10.2% | -18.2% | -10.1% |
| 3M | -10.9% | +0.4% | -11.3% | -10.9% |
| 6M | +5.8% | +6.9% | -1.0% | +3.9% |
| YTD | -15.1% | +10.5% | -25.6% | -17.8% |
| 1Y | +7.2% | +3.2% | +4.0% | +5.3% |
| All | -35.1% | +50.7% | -85.8% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling