+120.3%
CLF vs CMI
+509.0%
-388.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.3% |
| 30D | -4.7% | -12.8% | +8.1% | +6.9% |
| 3M | -4.7% | -12.4% | +7.8% | +5.4% |
| 6M | +24.0% | -0.9% | +24.9% | +21.1% |
| YTD | -10.9% | +8.9% | -19.8% | -21.5% |
| 1Y | +4.0% | +37.7% | -33.7% | -26.6% |
| 3Y | -16.9% | +148.9% | -165.8% | -66.9% |
| 5Y | -49.3% | +164.4% | -213.7% | -81.1% |
| All | +120.3% | +509.0% | -388.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling