-52.2%
CLF vs SGI
+58.5%
-110.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -11.0% |
| 7D | -21.0% | +5.3% | -26.3% | -23.0% |
| 30D | -8.0% | +8.2% | -16.2% | -11.9% |
| 3M | -10.9% | -2.2% | -8.7% | -11.0% |
| 6M | +5.8% | -8.4% | +14.2% | +8.3% |
| YTD | -15.1% | -23.4% | +8.3% | -6.7% |
| 1Y | +7.2% | -14.0% | +21.2% | +11.0% |
| 3Y | -34.2% | +78.8% | -113.0% | -50.9% |
| All | -52.2% | +58.5% | -110.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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