+120.3%
CLF vs SPMO
+514.3%
-394.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | 0.0% |
| 7D | -3.7% | +0.1% | -3.7% | -3.8% |
| 30D | -4.7% | -0.7% | -4.0% | -3.9% |
| 3M | -4.7% | +2.8% | -7.5% | -9.5% |
| 6M | +24.0% | +24.4% | -0.4% | -6.0% |
| YTD | -10.9% | +24.2% | -35.1% | -32.4% |
| 1Y | +4.0% | +24.5% | -20.4% | -20.2% |
| 3Y | -16.9% | +155.6% | -172.5% | -72.5% |
| 5Y | -49.3% | +148.2% | -197.5% | -82.1% |
| All | +120.3% | +514.3% | -394.0% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling