+80.1%
CLF vs SIMO
+434.7%
-354.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.7% | +1.3% | +5.3% |
| 7D | -14.1% | -8.5% | -5.6% | -11.7% |
| 30D | -5.5% | -34.8% | +29.3% | +6.1% |
| 3M | 0.0% | -32.8% | +32.8% | +9.4% |
| 6M | +11.3% | -32.0% | +43.3% | +16.9% |
| YTD | -7.7% | +87.0% | -94.7% | -35.2% |
| 1Y | +17.5% | +86.1% | -68.5% | -17.5% |
| 3Y | -25.4% | +226.4% | -251.8% | -58.3% |
| 5Y | -46.0% | +172.1% | -218.1% | -70.3% |
| 10Y | +80.1% | +408.0% | -327.9% | -26.8% |
| All | +80.1% | +434.7% | -354.6% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling