-47.3%
CLF vs CMI
+168.8%
-216.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +6.5% | +1.9% | +4.6% | +5.1% |
| 30D | +0.2% | -12.5% | +12.8% | +10.3% |
| 3M | -3.1% | -16.2% | +13.1% | +9.1% |
| 6M | +25.0% | +4.9% | +20.2% | +17.4% |
| YTD | -7.5% | +11.1% | -18.6% | -18.5% |
| 1Y | +11.5% | +43.4% | -31.8% | -20.7% |
| 3Y | -13.7% | +154.1% | -167.8% | -62.4% |
| All | -47.3% | +168.8% | -216.2% | -78.7% |
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