+319.4%
CLF vs SIRI
-8.8%
+328.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +16.0% | -3.7% | +19.6% | +16.4% |
| 30D | +1.6% | +20.4% | -18.8% | -0.2% |
| 3M | +6.7% | +12.5% | -5.8% | +5.4% |
| 6M | +21.1% | +23.4% | -2.3% | +18.5% |
| YTD | -1.6% | +65.2% | -66.8% | -6.3% |
| 1Y | +18.5% | +52.4% | -33.9% | +13.6% |
| 3Y | -21.0% | -22.6% | +1.6% | -20.7% |
| 5Y | -41.4% | -41.7% | +0.3% | -40.5% |
| 10Y | +86.5% | -7.8% | +94.3% | +84.1% |
| All | +319.4% | -8.8% | +328.2% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling