+87.5%
CLF vs SM
+10.6%
+76.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +1.9% | -17.3% | +19.3% | +7.2% |
| 3M | +5.9% | -3.6% | +9.5% | +6.0% |
| 6M | +16.9% | +2.9% | +14.0% | +12.8% |
| YTD | -1.1% | +70.2% | -71.3% | -19.0% |
| 1Y | +28.8% | +66.5% | -37.7% | +5.7% |
| 3Y | -20.6% | -8.2% | -12.4% | -24.3% |
| 5Y | -41.5% | -1.5% | -40.1% | -47.8% |
| 10Y | +87.5% | +11.9% | +75.6% | -8.6% |
| All | +87.5% | +10.6% | +76.9% | -8.6% |
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