+15.4%
CLF vs SFM
+4.2%
+11.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +2.4% |
| 7D | +7.6% | -0.1% | +7.6% | +7.6% |
| 30D | -1.2% | -4.4% | +3.2% | -2.2% |
| 3M | -13.4% | +1.5% | -14.9% | -12.2% |
| 6M | +15.4% | +6.5% | +8.9% | +17.5% |
| All | +15.4% | +4.2% | +11.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 6mo: compounded portfolio wealth divided by compounded SFM 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…
6mo analysis · Full analysis span regression · 6 months rolling