-17.5%
CLF vs ESI
+79.8%
-97.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +0.1% |
| 7D | +7.6% | +3.3% | +4.2% | +5.4% |
| 30D | -1.2% | -5.9% | +4.7% | +2.3% |
| 3M | -13.4% | -14.1% | +0.7% | -6.9% |
| 6M | +15.4% | +6.6% | +8.8% | +7.6% |
| YTD | -5.9% | +45.0% | -50.9% | -30.3% |
| 1Y | +18.8% | +41.5% | -22.6% | -10.7% |
| All | -17.5% | +79.8% | -97.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling