+8.1%
CLF vs ESTC
+25.9%
-17.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +10.4% | +2.4% | +8.0% | +9.7% |
| 30D | +0.6% | -4.2% | +4.8% | +1.6% |
| 3M | +4.1% | +2.5% | +1.7% | +2.2% |
| 6M | +15.1% | +81.5% | -66.4% | -4.3% |
| YTD | -4.7% | +16.8% | -21.6% | -12.5% |
| 1Y | +20.4% | -3.5% | +23.8% | +16.0% |
| 3Y | -23.4% | +17.7% | -41.1% | -34.4% |
| 5Y | -43.3% | -51.7% | +8.5% | -42.5% |
| All | +8.1% | +25.9% | -17.8% | -32.5% |
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