+20.2%
CLF vs SITM
+47.5%
-27.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -9.4% | +0.2% | -8.0% |
| 7D | -7.9% | -19.5% | +11.6% | -5.4% |
| 30D | +5.2% | -43.2% | +48.5% | +12.0% |
| 3M | +4.3% | -30.8% | +35.1% | +8.4% |
| 6M | +25.3% | -28.6% | +53.9% | +27.9% |
| YTD | -3.3% | +14.2% | -17.5% | -7.9% |
| 1Y | +20.2% | +44.4% | -24.2% | +15.9% |
| All | +20.2% | +47.5% | -27.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling