-51.4%
CLF vs ESI
+28.5%
-79.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.4% |
| 7D | -19.6% | -8.5% | -11.1% | -14.2% |
| 30D | -5.0% | -15.7% | +10.7% | +6.8% |
| 3M | -6.3% | -18.2% | +11.9% | +6.9% |
| 6M | +2.8% | -28.8% | +31.6% | +26.2% |
| YTD | -13.7% | +26.3% | -40.0% | -32.1% |
| 1Y | +13.6% | +18.2% | -4.7% | -6.4% |
| 3Y | -34.0% | +68.1% | -102.1% | -59.9% |
| All | -51.4% | +28.5% | -79.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling