+80.1%
CLF vs SIMO
+436.4%
-356.3%
-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% | -8.2% | -5.9% | -11.8% |
| 30D | -5.5% | -34.6% | +29.1% | +6.0% |
| 3M | 0.0% | -32.6% | +32.6% | +9.3% |
| 6M | +11.3% | -31.8% | +43.1% | +16.8% |
| YTD | -7.7% | +87.6% | -95.3% | -35.3% |
| 1Y | +17.5% | +86.7% | -69.1% | -17.6% |
| 3Y | -25.4% | +227.4% | -252.9% | -58.3% |
| 5Y | -46.0% | +173.0% | -219.0% | -70.3% |
| 10Y | +80.1% | +409.6% | -329.6% | -26.8% |
| All | +80.1% | +436.4% | -356.3% | -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