+405.9%
CLF vs SM
+1,608.3%
-1,202.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 6M | +15.4% | +51.7% | -36.3% | -4.4% |
| YTD | -5.9% | +99.0% | -104.9% | -29.3% |
| 1Y | +18.8% | +34.6% | -15.8% | +1.0% |
| 3Y | -19.4% | -7.8% | -11.7% | -24.2% |
| 5Y | -47.7% | +104.8% | -152.5% | -65.0% |
| 10Y | +130.4% | +7.2% | +123.1% | +0.2% |
| All | +405.9% | +1,608.3% | -1,202.4% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling