-49.6%
CLF vs CMS
+36.2%
-85.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.1% |
| 7D | -21.0% | +1.7% | -22.6% | -21.2% |
| 30D | -8.0% | +8.6% | -16.6% | -9.9% |
| 3M | -10.9% | -0.5% | -10.4% | -10.9% |
| 6M | +5.8% | -4.2% | +10.0% | +6.6% |
| YTD | -15.1% | +3.4% | -18.6% | -16.5% |
| 1Y | +7.2% | +0.4% | +6.8% | +6.4% |
| 3Y | -34.2% | +38.2% | -72.4% | -42.9% |
| 5Y | -49.6% | +35.4% | -85.0% | -53.0% |
| All | -49.6% | +36.2% | -85.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling