+412.1%
CLF vs SPG
+5,939.2%
-5,527.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +16.0% | +3.1% | +12.9% | +13.9% |
| 30D | +1.6% | +16.4% | -14.8% | -8.1% |
| 3M | +6.7% | +7.1% | -0.4% | +1.5% |
| 6M | +21.1% | +16.1% | +5.1% | +8.9% |
| YTD | -1.6% | +30.4% | -32.0% | -17.7% |
| 1Y | +18.5% | +33.0% | -14.5% | -2.1% |
| 3Y | -21.0% | +134.6% | -155.7% | -54.4% |
| 5Y | -41.4% | +84.9% | -126.3% | -61.1% |
| 10Y | +86.5% | +114.9% | -28.4% | -2.3% |
| All | +412.1% | +5,939.2% | -5,527.1% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling