-45.9%
SMR vs CLF
-45.7%
-0.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.0% | +0.1% | +4.7% |
| 7D | +1.7% | -14.1% | +15.8% | +7.4% |
| 30D | -24.4% | -5.5% | -18.9% | -23.2% |
| 3M | -44.6% | 0.0% | -44.6% | -45.2% |
| 6M | -56.7% | +11.3% | -67.9% | -59.1% |
| YTD | -61.6% | -7.7% | -53.9% | -62.0% |
| 1Y | -82.1% | +17.5% | -99.6% | -83.6% |
| 3Y | +161.5% | -25.4% | +187.0% | +161.4% |
| All | -45.9% | -45.7% | -0.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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