+87.5%
CLF vs CMS
+137.8%
-50.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.3% | -1.1% | +3.5% | +2.7% |
| 30D | +1.9% | +6.6% | -4.6% | -0.1% |
| 3M | +5.9% | +0.8% | +5.1% | +5.4% |
| 6M | +16.9% | -3.3% | +20.2% | +17.5% |
| YTD | -1.1% | +2.7% | -3.8% | -2.6% |
| 1Y | +28.8% | -4.0% | +32.8% | +29.4% |
| 3Y | -20.6% | +37.6% | -58.2% | -29.8% |
| 5Y | -41.5% | +35.4% | -77.0% | -48.1% |
| 10Y | +87.5% | +136.0% | -48.5% | +121.5% |
| All | +87.5% | +137.8% | -50.2% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling