-20.4%
CLF vs ESI
+84.3%
-104.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | -0.2% |
| 7D | +2.3% | +1.8% | +0.5% | +1.6% |
| 30D | +1.9% | -6.6% | +8.5% | +6.6% |
| 3M | +5.9% | -9.4% | +15.2% | +12.1% |
| 6M | +16.9% | -24.1% | +41.0% | +35.2% |
| YTD | -1.1% | +37.1% | -38.2% | -24.2% |
| 1Y | +28.8% | +24.5% | +4.3% | +5.5% |
| All | -20.4% | +84.3% | -104.7% | -48.2% |
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