+312.7%
CLF vs SIRI
-7.3%
+320.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.0% |
| 7D | -9.1% | +5.5% | -14.6% | -9.6% |
| 30D | -0.9% | +22.6% | -23.5% | -2.9% |
| 3M | +3.0% | +12.9% | -10.0% | +1.6% |
| 6M | +16.7% | +22.3% | -5.6% | +14.3% |
| YTD | -3.2% | +67.8% | -70.9% | -7.9% |
| 1Y | +24.6% | +54.6% | -29.9% | +19.3% |
| 3Y | -22.3% | -21.4% | -0.9% | -22.1% |
| 5Y | -41.2% | -39.2% | -2.0% | -40.6% |
| 10Y | +83.5% | -5.2% | +88.7% | +80.7% |
| All | +312.7% | -7.3% | +320.0% | +247.0% |
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