+403.9%
CLF vs SPG
+5,961.7%
-5,557.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.5% |
| 7D | -9.1% | +5.6% | -14.6% | -12.1% |
| 30D | -0.9% | +17.6% | -18.5% | -11.0% |
| 3M | +3.0% | +7.5% | -4.5% | -2.3% |
| 6M | +16.7% | +18.5% | -1.8% | +3.4% |
| YTD | -3.2% | +30.9% | -34.1% | -19.2% |
| 1Y | +24.6% | +34.1% | -9.5% | +2.4% |
| 3Y | -22.3% | +135.5% | -157.8% | -55.3% |
| 5Y | -41.2% | +86.5% | -127.7% | -61.2% |
| 10Y | +83.5% | +116.1% | -32.6% | -4.2% |
| All | +403.9% | +5,961.7% | -5,557.8% | -12.3% |
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