-14.2%
CLF vs SIRI
-24.2%
+10.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.7% | -3.9% | +1.2% | -1.8% |
| 30D | -3.2% | -0.8% | -2.4% | -3.0% |
| 3M | -5.0% | +4.3% | -9.3% | -6.2% |
| 6M | +26.6% | +34.1% | -7.5% | +18.0% |
| YTD | -9.0% | +47.3% | -56.3% | -17.0% |
| 1Y | +11.8% | +22.9% | -11.1% | +5.7% |
| All | -14.2% | -24.2% | +10.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling