+20.2%
CLF vs SPMO
+11.0%
+9.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.3% | -8.5% |
| 7D | -7.9% | -8.9% | +1.0% | -0.3% |
| 30D | +5.2% | -13.8% | +19.0% | +19.8% |
| 3M | +4.3% | -12.5% | +16.8% | +17.2% |
| 6M | +25.3% | -1.5% | +26.7% | +18.9% |
| YTD | -3.3% | +11.3% | -14.6% | -19.5% |
| 1Y | +20.2% | +11.5% | +8.8% | +0.8% |
| All | +20.2% | +11.0% | +9.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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 · 6 months rolling