-47.0%
CLF vs SIRI
-43.5%
-3.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +6.5% | +4.3% | +2.2% | +5.6% |
| 30D | +0.2% | -2.8% | +3.1% | +0.8% |
| 3M | -3.1% | +5.9% | -9.0% | -4.5% |
| 6M | +25.0% | +31.9% | -6.9% | +17.8% |
| YTD | -7.5% | +48.7% | -56.1% | -15.0% |
| 1Y | +11.5% | +23.2% | -11.7% | +5.9% |
| 3Y | -13.7% | -23.9% | +10.2% | -14.6% |
| 5Y | -47.0% | -43.4% | -3.6% | -41.7% |
| All | -47.0% | -43.5% | -3.5% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling