-10.1%
CLF vs SPCH
-54.8%
+44.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.0% | -5.0% | +5.4% |
| 7D | -14.1% | +6.2% | -20.3% | -14.8% |
| 30D | -5.5% | -28.1% | +22.6% | -3.2% |
| 3M | 0.0% | -0.5% | +0.5% | +0.3% |
| All | -10.1% | -54.8% | +44.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling