+696.9%
CLF vs CMI
+19,768.2%
-19,071.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.1% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | -1.2% | -13.4% | +12.3% | +8.1% |
| 3M | -13.4% | -17.0% | +3.6% | -3.5% |
| 6M | +15.4% | -1.6% | +17.1% | +15.0% |
| YTD | -5.9% | +11.0% | -16.9% | -13.9% |
| 1Y | +18.8% | +41.9% | -23.1% | -7.3% |
| 3Y | -19.4% | +151.8% | -171.2% | -56.3% |
| 5Y | -47.7% | +163.6% | -211.3% | -72.2% |
| 10Y | +130.4% | +472.9% | -342.5% | -19.8% |
| All | +696.9% | +19,768.2% | -19,071.4% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling