+80.1%
CLF vs SM
+4.9%
+75.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.7% | +9.7% | +7.7% |
| 7D | -14.1% | -22.3% | +8.2% | -7.9% |
| 30D | -5.5% | -21.4% | +15.8% | +0.7% |
| 3M | 0.0% | +1.4% | -1.4% | -1.3% |
| 6M | +11.3% | +0.1% | +11.1% | +8.1% |
| YTD | -7.7% | +59.0% | -66.6% | -23.0% |
| 1Y | +17.5% | +64.3% | -46.8% | -3.4% |
| 3Y | -25.4% | -13.1% | -12.3% | -27.8% |
| 5Y | -46.0% | -13.9% | -32.1% | -50.0% |
| 10Y | +80.1% | +1.7% | +78.4% | -10.9% |
| All | +80.1% | +4.9% | +75.1% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling