+18.8%
CLF vs SM
+36.8%
-17.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +1.7% |
| 7D | +7.6% | -0.5% | +8.1% | +7.6% |
| 30D | -1.2% | +25.6% | -26.8% | -0.6% |
| 3M | -13.4% | +8.0% | -21.4% | -13.6% |
| 6M | +15.4% | +50.8% | -35.4% | +9.6% |
| YTD | -5.9% | +97.9% | -103.8% | -17.1% |
| 1Y | +18.8% | +33.8% | -15.0% | +9.4% |
| All | +18.8% | +36.8% | -17.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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