+87.5%
CLF vs ESI
+323.9%
-236.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | -0.7% |
| 7D | +2.3% | +1.8% | +0.5% | +1.4% |
| 30D | +1.9% | -6.6% | +8.5% | +7.5% |
| 3M | +5.9% | -9.4% | +15.2% | +13.2% |
| 6M | +16.9% | -24.1% | +41.0% | +39.0% |
| YTD | -1.1% | +37.1% | -38.2% | -26.7% |
| 1Y | +28.8% | +24.5% | +4.3% | +2.2% |
| 3Y | -20.6% | +83.2% | -103.8% | -54.3% |
| 5Y | -41.5% | +44.0% | -85.5% | -60.2% |
| 10Y | +87.5% | +332.8% | -245.3% | -21.7% |
| All | +87.5% | +323.9% | -236.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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