+120.3%
CLF vs SIRI
-11.0%
+131.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.6% |
| 7D | -3.7% | -3.0% | -0.7% | -2.6% |
| 30D | -4.7% | +1.3% | -6.0% | -5.1% |
| 3M | -4.7% | +5.6% | -10.3% | -7.0% |
| 6M | +24.0% | +35.2% | -11.1% | +10.2% |
| YTD | -10.9% | +49.1% | -60.0% | -23.9% |
| 1Y | +4.0% | +26.8% | -22.7% | -6.8% |
| 3Y | -16.9% | -23.7% | +6.7% | -17.0% |
| 5Y | -49.3% | -41.8% | -7.5% | -48.7% |
| All | +120.3% | -11.0% | +131.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SIRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling