+74.6%
CLF vs CMS
+140.2%
-65.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.6% |
| 7D | +10.4% | +1.7% | +8.6% | +9.9% |
| 30D | +0.6% | +6.2% | -5.6% | -1.3% |
| 3M | +4.1% | +0.6% | +3.5% | +3.7% |
| 6M | +15.1% | -1.8% | +16.9% | +15.2% |
| YTD | -4.7% | +3.8% | -8.6% | -6.5% |
| 1Y | +20.4% | -1.8% | +22.1% | +20.1% |
| 3Y | -23.4% | +39.8% | -63.2% | -32.6% |
| 5Y | -43.3% | +37.1% | -80.4% | -49.8% |
| All | +74.6% | +140.2% | -65.6% | +103.3% |
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