+11.8%
CLF vs SITM
+140.0%
-128.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.7% | +3.7% | -6.4% | -3.2% |
| 30D | -3.2% | -14.5% | +11.3% | -1.1% |
| 3M | -5.0% | -10.6% | +5.6% | -4.6% |
| 6M | +26.6% | +65.5% | -38.9% | +8.0% |
| YTD | -9.0% | +67.0% | -76.0% | -22.5% |
| 1Y | +11.8% | +138.6% | -126.8% | -7.9% |
| All | +11.8% | +140.0% | -128.2% | -7.9% |
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