-46.1%
CLF vs SITM
+174.1%
-220.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.8% | +0.4% |
| 7D | +7.6% | +9.7% | -2.1% | +5.5% |
| 30D | -1.2% | +12.7% | -13.9% | -4.8% |
| 3M | -13.4% | -13.4% | 0.0% | -13.0% |
| 6M | +15.4% | +59.6% | -44.2% | -1.6% |
| YTD | -5.9% | +73.3% | -79.2% | -22.0% |
| 1Y | +18.8% | +165.5% | -146.7% | -12.2% |
| 3Y | -19.4% | +368.7% | -388.1% | -52.2% |
| All | -46.1% | +174.1% | -220.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling