-47.8%
CLF vs SM
+107.8%
-155.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.6% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | -1.2% | +26.3% | -27.5% | -9.0% |
| 3M | -13.4% | +8.7% | -22.1% | -17.2% |
| 6M | +15.4% | +51.7% | -36.3% | -5.9% |
| YTD | -5.9% | +99.0% | -104.9% | -31.7% |
| 1Y | +18.8% | +34.6% | -15.8% | -0.2% |
| 3Y | -19.4% | -7.8% | -11.7% | -24.8% |
| All | -47.8% | +107.8% | -155.6% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling