+18.8%
CLF vs SIMO
+226.2%
-207.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.8% |
| 7D | +7.6% | +4.2% | +3.3% | +7.1% |
| 30D | -1.2% | +4.1% | -5.3% | -2.0% |
| 3M | -13.4% | -12.9% | -0.5% | -13.4% |
| 6M | +15.4% | +110.3% | -94.9% | +4.4% |
| YTD | -5.9% | +178.6% | -184.4% | -24.5% |
| 1Y | +18.8% | +220.0% | -201.2% | -10.6% |
| All | +18.8% | +226.2% | -207.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling