-2.8%
CLF vs SIMO
+1,993.5%
-1,996.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -14.4% | +2.2% | -7.9% |
| 7D | -21.0% | -31.4% | +10.4% | -11.8% |
| 30D | -8.0% | -45.2% | +37.2% | +9.0% |
| 3M | -10.9% | -36.5% | +25.6% | -0.9% |
| 6M | +5.8% | -34.2% | +40.0% | +12.7% |
| YTD | -15.1% | +69.9% | -85.0% | -36.9% |
| 1Y | +7.2% | +60.4% | -53.2% | -18.9% |
| 3Y | -34.2% | +203.1% | -237.3% | -59.9% |
| 5Y | -49.6% | +145.4% | -195.0% | -69.3% |
| 10Y | +109.9% | +368.9% | -259.0% | -1.7% |
| All | -2.8% | +1,993.5% | -1,996.3% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling