+13.6%
CLF vs CMS
-0.8%
+14.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.5% |
| 7D | -19.6% | -0.5% | -19.1% | -19.6% |
| 30D | -5.0% | +7.2% | -12.2% | -5.0% |
| 3M | -6.3% | -1.3% | -5.0% | -6.0% |
| 6M | +2.8% | -4.3% | +7.1% | +3.1% |
| YTD | -13.7% | +2.1% | -15.8% | -16.9% |
| 1Y | +13.6% | -0.6% | +14.2% | +12.1% |
| All | +13.6% | -0.8% | +14.4% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling