+11.8%
CLF vs SPMO
+28.5%
-16.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +2.7% | -5.4% | -5.4% |
| 30D | -3.2% | +1.1% | -4.3% | -4.2% |
| 3M | -5.0% | +2.0% | -7.0% | -10.4% |
| 6M | +26.6% | +26.5% | +0.1% | -14.2% |
| YTD | -9.0% | +26.5% | -35.5% | -38.6% |
| 1Y | +11.8% | +27.9% | -16.1% | -20.1% |
| All | +11.8% | +28.5% | -16.7% | -20.1% |
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