-3.6%
SMR vs CLF
-44.7%
+41.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | +4.4% | +7.6% | -3.2% | +1.8% |
| 30D | +3.4% | -1.2% | +4.6% | +3.5% |
| 3M | -19.2% | -13.4% | -5.8% | -16.2% |
| 6M | -22.6% | +15.4% | -38.1% | -27.4% |
| YTD | -31.5% | -5.9% | -25.7% | -32.1% |
| 1Y | -73.1% | +18.8% | -91.9% | -75.2% |
| 3Y | +55.0% | -19.4% | +74.4% | +53.2% |
| All | -3.6% | -44.7% | +41.1% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling