-13.7%
CLF vs SPMO
+161.5%
-175.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.2% |
| 7D | +6.5% | +3.4% | +3.1% | +2.7% |
| 30D | +0.2% | +0.5% | -0.3% | -0.3% |
| 3M | -3.1% | +1.9% | -5.0% | -7.1% |
| 6M | +25.0% | +27.8% | -2.8% | -9.0% |
| YTD | -7.5% | +26.7% | -34.1% | -32.0% |
| 1Y | +11.5% | +28.9% | -17.4% | -18.5% |
| 3Y | -13.7% | +160.7% | -174.4% | -67.4% |
| All | -13.7% | +161.5% | -175.2% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling