-47.8%
CLF vs ESTC
-46.4%
-1.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.8% |
| 7D | +7.6% | -8.1% | +15.7% | +9.4% |
| 30D | -1.2% | +31.7% | -32.9% | -8.7% |
| 3M | -13.4% | +41.1% | -54.4% | -21.7% |
| 6M | +15.4% | +77.1% | -61.6% | -2.4% |
| YTD | -5.9% | +21.7% | -27.6% | -13.5% |
| 1Y | +18.8% | +8.4% | +10.4% | +11.3% |
| 3Y | -19.4% | +23.6% | -43.0% | -30.8% |
| All | -47.8% | -46.4% | -1.4% | -53.9% |
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