-23.4%
CLF vs CMI
+121.3%
-144.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +10.4% | +0.5% | +9.9% | +10.0% |
| 30D | +0.6% | -14.0% | +14.6% | +10.5% |
| 3M | +4.1% | -28.1% | +32.3% | +27.8% |
| 6M | +15.1% | -35.8% | +50.9% | +50.4% |
| YTD | -4.7% | -10.5% | +5.8% | -3.0% |
| 1Y | +20.4% | -1.9% | +22.2% | +14.6% |
| 3Y | -23.4% | +121.0% | -144.4% | -57.0% |
| All | -23.4% | +121.3% | -144.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling