-47.8%
CLF vs SPG
+102.5%
-150.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.5% |
| 7D | +7.6% | -2.4% | +10.0% | +9.3% |
| 30D | -1.2% | -6.8% | +5.7% | +3.7% |
| 3M | -13.4% | +2.7% | -16.1% | -15.9% |
| 6M | +15.4% | +5.5% | +10.0% | +9.8% |
| YTD | -5.9% | +15.7% | -21.6% | -16.2% |
| 1Y | +18.8% | +20.9% | -2.0% | +2.0% |
| 3Y | -19.4% | +112.4% | -131.8% | -54.1% |
| All | -47.8% | +102.5% | -150.3% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling