+80.1%
CLF vs ESI
+323.5%
-243.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.8% | +3.3% |
| 7D | -14.1% | -3.5% | -10.6% | -11.4% |
| 30D | -5.5% | -9.3% | +3.7% | +1.8% |
| 3M | 0.0% | -12.8% | +12.8% | +9.9% |
| 6M | +11.3% | -24.6% | +35.9% | +32.9% |
| YTD | -7.7% | +32.7% | -40.4% | -30.0% |
| 1Y | +17.5% | +20.3% | -2.8% | -4.4% |
| 3Y | -25.4% | +80.2% | -105.6% | -56.6% |
| 5Y | -46.0% | +40.0% | -85.9% | -62.4% |
| 10Y | +80.1% | +310.8% | -230.7% | -19.5% |
| All | +80.1% | +323.5% | -243.4% | -19.5% |
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