+83.5%
CLF vs CMS
+134.3%
-50.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | -9.1% | +0.5% | -9.5% | -9.2% |
| 30D | -0.9% | +7.4% | -8.3% | -3.1% |
| 3M | +3.0% | +1.9% | +1.1% | +2.2% |
| 6M | +16.7% | -2.3% | +19.0% | +16.9% |
| YTD | -3.2% | +3.0% | -6.1% | -4.7% |
| 1Y | +24.6% | -2.8% | +27.4% | +24.7% |
| 3Y | -22.3% | +37.9% | -60.2% | -31.3% |
| 5Y | -41.2% | +34.0% | -75.2% | -47.6% |
| 10Y | +83.5% | +138.1% | -54.6% | +116.7% |
| All | +83.5% | +134.3% | -50.8% | +116.7% |
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 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