+74.6%
CLF vs CMI
+320.3%
-245.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | +10.4% | +0.5% | +9.9% | +9.9% |
| 30D | +0.6% | -14.0% | +14.6% | +13.9% |
| 3M | +4.1% | -28.1% | +32.3% | +36.5% |
| 6M | +15.1% | -35.8% | +50.9% | +63.3% |
| YTD | -4.7% | -10.5% | +5.8% | -1.5% |
| 1Y | +20.4% | -1.9% | +22.2% | +14.6% |
| 3Y | -23.4% | +121.0% | -144.4% | -66.3% |
| 5Y | -43.3% | +114.6% | -157.8% | -74.6% |
| All | +74.6% | +320.3% | -245.7% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling