+15.4%
CLF vs SITM
+49.4%
-34.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.8% | +1.1% |
| 7D | +7.6% | +9.7% | -2.1% | +6.6% |
| 30D | -1.2% | +12.7% | -13.9% | -2.2% |
| 3M | -13.4% | -13.4% | 0.0% | -12.3% |
| 6M | +15.4% | +59.6% | -44.2% | -3.5% |
| All | +15.4% | +49.4% | -34.0% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling