-41.8%
CLF vs ESI
+36.5%
-78.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +10.4% | +5.5% | +4.9% | +6.5% |
| 30D | +0.6% | -7.8% | +8.3% | +6.7% |
| 3M | +4.1% | -15.0% | +19.1% | +15.8% |
| 6M | +15.1% | -24.9% | +40.0% | +36.3% |
| YTD | -4.7% | +33.2% | -38.0% | -27.7% |
| 1Y | +20.4% | +24.9% | -4.6% | -4.6% |
| 3Y | -23.4% | +77.8% | -101.1% | -55.3% |
| All | -41.8% | +36.5% | -78.3% | -59.9% |
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