+733.2%
CLF vs CMI
+16,035.5%
-15,302.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +16.0% | +1.5% | +14.5% | +14.9% |
| 30D | +1.6% | -14.0% | +15.6% | +11.7% |
| 3M | +6.7% | -28.3% | +35.0% | +31.2% |
| 6M | +21.1% | -34.9% | +56.1% | +56.7% |
| YTD | -1.6% | -9.9% | +8.3% | +2.3% |
| 1Y | +18.5% | -3.6% | +22.1% | +18.2% |
| 3Y | -21.0% | +120.9% | -142.0% | -53.5% |
| 5Y | -41.4% | +116.1% | -157.5% | -64.8% |
| 10Y | +86.5% | +328.5% | -242.0% | -22.7% |
| All | +733.2% | +16,035.5% | -15,302.3% | +35.4% |
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