-51.4%
CLF vs ES
+1.4%
-52.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.6% |
| 7D | -19.6% | +1.9% | -21.5% | -20.2% |
| 30D | -5.0% | +7.1% | -12.0% | -7.6% |
| 3M | -6.3% | -1.9% | -4.4% | -6.1% |
| 6M | +2.8% | +4.4% | -1.6% | +0.4% |
| YTD | -13.7% | +7.3% | -21.0% | -17.0% |
| 1Y | +13.6% | +2.1% | +11.4% | +10.6% |
| 3Y | -34.0% | +41.8% | -75.8% | -45.8% |
| All | -51.4% | +1.4% | -52.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling