+87.5%
CLF vs CMI
+335.9%
-248.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +0.5% |
| 7D | +2.3% | -1.8% | +4.2% | +4.2% |
| 30D | +1.9% | -12.2% | +14.2% | +13.5% |
| 3M | +5.9% | -26.5% | +32.4% | +36.2% |
| 6M | +16.9% | -33.6% | +50.5% | +61.1% |
| YTD | -1.1% | -8.3% | +7.3% | +0.3% |
| 1Y | +28.8% | -1.3% | +30.1% | +22.3% |
| 3Y | -20.6% | +124.8% | -145.4% | -65.5% |
| 5Y | -41.5% | +119.9% | -161.4% | -74.3% |
| 10Y | +87.5% | +335.9% | -248.4% | -59.4% |
| All | +87.5% | +335.9% | -248.3% | -59.4% |
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 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