-34.0%
CLF vs SPG
+124.5%
-158.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -19.6% | +4.9% | -24.5% | -22.0% |
| 30D | -5.0% | +15.6% | -20.6% | -13.9% |
| 3M | -6.3% | +4.1% | -10.4% | -9.0% |
| 6M | +2.8% | +13.6% | -10.8% | -7.2% |
| YTD | -13.7% | +27.5% | -41.2% | -28.5% |
| 1Y | +13.6% | +32.2% | -18.7% | -8.5% |
| 3Y | -34.0% | +126.0% | -160.0% | -65.0% |
| All | -34.0% | +124.5% | -158.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling