+80.1%
CLF vs CMS
+127.7%
-47.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.4% | +6.8% |
| 7D | -14.1% | -0.9% | -13.2% | -13.9% |
| 30D | -5.5% | +7.1% | -12.6% | -7.5% |
| 3M | 0.0% | -1.3% | +1.3% | +0.1% |
| 6M | +11.3% | -2.7% | +13.9% | +11.6% |
| YTD | -7.7% | +2.6% | -10.3% | -9.1% |
| 1Y | +17.5% | -2.0% | +19.5% | +17.4% |
| 3Y | -25.4% | +39.6% | -65.0% | -34.3% |
| 5Y | -46.0% | +35.3% | -81.3% | -52.0% |
| 10Y | +80.1% | +132.3% | -52.3% | +112.6% |
| All | +80.1% | +127.7% | -47.6% | +112.6% |
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