+20.2%
CLF vs CMS
+1.4%
+18.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -8.9% |
| 7D | -7.9% | +4.1% | -12.0% | -7.3% |
| 30D | +5.2% | +10.9% | -5.6% | +5.3% |
| 3M | +4.3% | -0.2% | +4.6% | +5.0% |
| 6M | +25.3% | -4.7% | +30.0% | +26.4% |
| YTD | -3.3% | +3.9% | -7.2% | -7.0% |
| 1Y | +20.2% | +0.4% | +19.9% | +19.7% |
| All | +20.2% | +1.4% | +18.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling