-34.0%
CLF vs SIMO
+214.6%
-248.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.6% |
| 7D | -19.6% | -22.0% | +2.4% | -14.6% |
| 30D | -5.0% | -43.0% | +38.1% | +7.9% |
| 3M | -6.3% | -39.1% | +32.8% | +3.5% |
| 6M | +2.8% | -33.3% | +36.1% | +7.3% |
| YTD | -13.7% | +77.0% | -90.7% | -41.0% |
| 1Y | +13.6% | +73.0% | -59.4% | -21.7% |
| 3Y | -34.0% | +215.7% | -249.7% | -66.9% |
| All | -34.0% | +214.6% | -248.6% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling