+138.0%
CLF vs SGI
+1,971.1%
-1,833.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.3% | +3.7% | +5.7% |
| 7D | -14.1% | -0.2% | -13.9% | -14.3% |
| 30D | -5.5% | +6.6% | -12.1% | -8.7% |
| 3M | 0.0% | +1.8% | -1.8% | -1.9% |
| 6M | +11.3% | -3.9% | +15.1% | +11.4% |
| YTD | -7.7% | -25.2% | +17.6% | +1.5% |
| 1Y | +17.5% | -26.7% | +44.3% | +30.1% |
| 3Y | -25.4% | +86.8% | -112.2% | -44.0% |
| 5Y | -46.0% | +56.6% | -102.6% | -58.5% |
| 10Y | +80.1% | +384.3% | -304.2% | -19.5% |
| All | +138.0% | +1,971.1% | -1,833.1% | -60.9% |
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 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