+82.7%
CLF vs SITM
+3,535.1%
-3,452.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +0.7% |
| 7D | +2.3% | +17.2% | -14.8% | -1.6% |
| 30D | +1.9% | -17.1% | +19.0% | +5.9% |
| 3M | +5.9% | -29.2% | +35.0% | +13.1% |
| 6M | +16.9% | -47.6% | +64.5% | +30.3% |
| YTD | -1.1% | +33.8% | -34.9% | -14.8% |
| 1Y | +28.8% | +54.1% | -25.3% | +6.8% |
| 3Y | -20.6% | +337.6% | -358.2% | -54.1% |
| 5Y | -41.5% | +89.7% | -131.3% | -63.4% |
| All | +82.7% | +3,535.1% | -3,452.4% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling