-47.0%
CLF vs SITM
+168.3%
-215.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.5% | -1.2% |
| 7D | +6.5% | +8.4% | -1.9% | +4.7% |
| 30D | +0.2% | -17.4% | +17.7% | +4.2% |
| 3M | -3.1% | -9.8% | +6.8% | -3.4% |
| 6M | +25.0% | +83.0% | -57.9% | +3.2% |
| YTD | -7.5% | +69.6% | -77.0% | -22.9% |
| 1Y | +11.5% | +144.9% | -133.4% | -16.0% |
| 3Y | -13.7% | +429.9% | -443.6% | -50.2% |
| 5Y | -47.0% | +169.2% | -216.1% | -69.4% |
| All | -47.0% | +168.3% | -215.2% | -69.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling