+20.2%
CLF vs SIMO
+94.5%
-74.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -9.6% | +0.4% | -8.2% |
| 7D | -7.9% | -16.9% | +9.0% | -6.2% |
| 30D | +5.2% | -35.4% | +40.6% | +9.1% |
| 3M | +4.3% | -31.9% | +36.2% | +7.4% |
| 6M | +25.3% | -19.3% | +44.6% | +27.5% |
| YTD | -3.3% | +98.5% | -101.8% | -1.9% |
| 1Y | +20.2% | +100.5% | -80.3% | +21.3% |
| All | +20.2% | +94.5% | -74.2% | +21.3% |
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