+2.8%
CLF vs ESI
-29.2%
+32.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.6% |
| 7D | -19.6% | -8.5% | -11.1% | -14.9% |
| 30D | -5.0% | -15.7% | +10.7% | +4.6% |
| 3M | -6.3% | -18.2% | +11.9% | +4.3% |
| 6M | +2.8% | -28.8% | +31.6% | +19.5% |
| All | +2.8% | -29.2% | +32.0% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling