+618.5%
CLF vs CMS
+475.9%
+142.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.1% |
| 7D | -21.0% | +1.7% | -22.6% | -21.5% |
| 30D | -8.0% | +8.6% | -16.6% | -11.0% |
| 3M | -10.9% | -0.5% | -10.4% | -11.1% |
| 6M | +5.8% | -4.2% | +10.0% | +6.7% |
| YTD | -15.1% | +3.4% | -18.6% | -17.0% |
| 1Y | +7.2% | +0.4% | +6.8% | +6.0% |
| 3Y | -34.2% | +38.2% | -72.4% | -43.0% |
| 5Y | -49.6% | +35.4% | -85.0% | -56.4% |
| 10Y | +109.9% | +131.7% | -21.8% | +43.9% |
| All | +618.5% | +475.9% | +142.6% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling