+126.4%
CLF vs CMS
+117.1%
+9.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +7.6% | +0.4% | +7.2% | +7.5% |
| 30D | -1.2% | -3.6% | +2.4% | -0.2% |
| 3M | -13.4% | -1.9% | -11.5% | -13.2% |
| 6M | +15.4% | -11.0% | +26.4% | +18.9% |
| YTD | -5.9% | +0.2% | -6.1% | -6.5% |
| 1Y | +18.8% | -1.3% | +20.1% | +18.5% |
| 3Y | -19.4% | +35.9% | -55.3% | -28.5% |
| 5Y | -47.7% | +23.1% | -70.8% | -52.3% |
| All | +126.4% | +117.1% | +9.3% | +134.6% |
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