+125.2%
CLF vs CMI
+514.3%
-389.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.6% |
| 7D | -2.7% | +0.7% | -3.4% | -3.2% |
| 30D | -3.2% | -12.3% | +9.1% | +8.1% |
| 3M | -5.0% | -16.8% | +11.8% | +9.6% |
| 6M | +26.6% | +1.5% | +25.1% | +21.1% |
| YTD | -9.0% | +9.8% | -18.8% | -20.4% |
| 1Y | +11.8% | +42.6% | -30.7% | -23.5% |
| 3Y | -15.1% | +151.0% | -166.1% | -66.4% |
| 5Y | -48.2% | +167.0% | -215.2% | -80.9% |
| All | +125.2% | +514.3% | -389.1% | -65.9% |
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