-22.3%
CLF vs SITM
+306.2%
-328.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.7% | +5.5% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -0.9% | -27.4% | +26.5% | +5.0% |
| 3M | +3.0% | -35.6% | +38.5% | +10.9% |
| 6M | +16.7% | -46.6% | +63.3% | +28.0% |
| YTD | -3.2% | +25.8% | -29.0% | -14.8% |
| 1Y | +24.6% | +38.2% | -13.6% | +7.0% |
| 3Y | -22.3% | +311.5% | -333.8% | -49.7% |
| All | -22.3% | +306.2% | -328.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling