-41.2%
CLF vs CMI
+116.0%
-157.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +6.8% |
| 7D | -9.1% | -9.3% | +0.2% | -2.1% |
| 30D | -0.9% | -13.2% | +12.3% | +9.6% |
| 3M | +3.0% | -28.2% | +31.2% | +30.2% |
| 6M | +16.7% | -32.7% | +49.4% | +52.7% |
| YTD | -3.2% | -10.1% | +6.9% | -1.1% |
| 1Y | +24.6% | -4.9% | +29.5% | +21.6% |
| 3Y | -22.3% | +120.4% | -142.7% | -63.3% |
| 5Y | -41.2% | +114.3% | -155.5% | -71.5% |
| All | -41.2% | +116.0% | -157.2% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling