-80.9%
SMR vs CLF
+14.6%
-95.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.0% | +0.1% | +4.1% |
| 7D | +1.7% | -14.1% | +15.8% | +8.3% |
| 30D | -24.4% | -5.5% | -18.9% | -22.9% |
| 3M | -44.6% | 0.0% | -44.6% | -45.4% |
| 6M | -56.7% | +11.3% | -67.9% | -59.7% |
| YTD | -61.6% | -7.7% | -53.9% | -63.3% |
| All | -80.9% | +14.6% | -95.4% | -84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling