+696.9%
CLF vs ES
+1,243.3%
-546.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +7.6% | +0.3% | +7.3% | +7.4% |
| 30D | -1.2% | -2.0% | +0.8% | -0.5% |
| 3M | -13.4% | +1.7% | -15.0% | -14.4% |
| 6M | +15.4% | -3.5% | +19.0% | +16.7% |
| YTD | -5.9% | +7.9% | -13.8% | -10.0% |
| 1Y | +18.8% | +17.2% | +1.7% | +8.5% |
| 3Y | -19.4% | +29.3% | -48.7% | -31.6% |
| 5Y | -47.7% | -5.7% | -42.0% | -48.9% |
| 10Y | +130.4% | +85.2% | +45.2% | +52.3% |
| All | +696.9% | +1,243.3% | -546.4% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling