+142.6%
CLF vs SGI
+2,083.6%
-1,940.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | +8.5% | -1.0% | +4.1% |
| 30D | -1.2% | +0.7% | -1.9% | -1.7% |
| 3M | -13.4% | +0.6% | -14.0% | -13.9% |
| 6M | +15.4% | -17.9% | +33.4% | +24.0% |
| YTD | -5.9% | -21.2% | +15.3% | +2.3% |
| 1Y | +18.8% | -18.9% | +37.7% | +26.8% |
| 3Y | -19.4% | +52.6% | -72.0% | -34.2% |
| 5Y | -47.7% | +60.7% | -108.4% | -59.9% |
| 10Y | +130.4% | +278.1% | -147.7% | +11.3% |
| All | +142.6% | +2,083.6% | -1,940.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling