-51.4%
CLF vs ESTC
-48.9%
-2.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | -19.6% | -11.5% | -8.1% | -17.2% |
| 30D | -5.0% | -7.5% | +2.6% | -3.3% |
| 3M | -6.3% | +23.1% | -29.4% | -12.0% |
| 6M | +2.8% | +75.3% | -72.5% | -12.5% |
| YTD | -13.7% | +14.1% | -27.8% | -19.5% |
| 1Y | +13.6% | -0.6% | +14.2% | +9.2% |
| 3Y | -34.0% | +20.8% | -54.8% | -42.8% |
| All | -51.4% | -48.9% | -2.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling