+12.3%
CLF vs ESTC
+24.7%
-12.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.3% | -2.6% | +5.0% | +3.2% |
| 30D | +1.9% | -8.6% | +10.5% | +4.2% |
| 3M | +5.9% | +14.4% | -8.5% | +0.7% |
| 6M | +16.9% | +73.3% | -56.4% | -1.6% |
| YTD | -1.1% | +15.7% | -16.8% | -8.9% |
| 1Y | +28.8% | -7.6% | +36.4% | +25.6% |
| 3Y | -20.6% | +14.6% | -35.2% | -31.5% |
| 5Y | -41.5% | -50.0% | +8.5% | -41.4% |
| All | +12.3% | +24.7% | -12.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling