+301.1%
CLF vs SIRI
-17.3%
+318.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.0% |
| 7D | +7.6% | +1.6% | +6.0% | +7.4% |
| 30D | -1.2% | -4.7% | +3.5% | -0.7% |
| 3M | -13.4% | +5.3% | -18.6% | -13.9% |
| 6M | +15.4% | +30.5% | -15.1% | +12.5% |
| YTD | -5.9% | +49.6% | -55.5% | -9.4% |
| 1Y | +18.8% | +28.5% | -9.7% | +15.6% |
| 3Y | -19.4% | -27.5% | +8.1% | -18.6% |
| 5Y | -47.7% | -44.7% | -3.1% | -46.6% |
| 10Y | +130.4% | -12.6% | +143.0% | +129.4% |
| All | +301.1% | -17.3% | +318.5% | +241.4% |
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